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BNP Paribas Call 80 AIG 17.01.202.../  DE000PZ16347  /

EUWAX
2024-06-06  8:45:10 AM Chg.-0.050 Bid11:12:01 AM Ask11:12:01 AM Underlying Strike price Expiration date Option type
0.430EUR -10.42% 0.440
Bid Size: 13,000		 0.450
Ask Size: 13,000		 American Internation... 80.00 USD 2025-01-17 Call
 

Master data

WKN: PZ1634
Issuer: BNP PARIBAS
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2025-01-17
Issue date: 2023-12-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.51
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.16
Parity: -0.38
Time value: 0.45
Break-even: 78.07
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.48
Theta: -0.01
Omega: 7.40
Rho: 0.18
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.00%
1 Month
  -36.76%
3 Months
  -17.31%
YTD  
+34.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.480
1M High / 1M Low: 0.740 0.480
6M High / 6M Low: 0.740 0.250
High (YTD): 2024-05-08 0.740
Low (YTD): 2024-01-18 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.619
Avg. volume 1M:   0.000
Avg. price 6M:   0.461
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.08%
Volatility 6M:   128.44%
Volatility 1Y:   -
Volatility 3Y:   -