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BNP Paribas Call 80 AIG 20.12.202.../  DE000PZ16313  /

Frankfurt Zert./BNP
2024-06-20  9:50:29 PM Chg.+0.030 Bid9:59:40 PM Ask9:59:40 PM Underlying Strike price Expiration date Option type
0.360EUR +9.09% 0.370
Bid Size: 40,000		 0.380
Ask Size: 40,000		 American Internation... 80.00 USD 2024-12-20 Call
 

Master data

WKN: PZ1631
Issuer: BNP PARIBAS
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2024-12-20
Issue date: 2023-12-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.71
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -0.55
Time value: 0.35
Break-even: 77.94
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 6.06%
Delta: 0.41
Theta: -0.02
Omega: 8.17
Rho: 0.13
 

Quote data

Open: 0.340
High: 0.360
Low: 0.340
Previous Close: 0.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -35.71%
3 Months
  -41.94%
YTD  
+24.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.330
1M High / 1M Low: 0.570 0.310
6M High / 6M Low: 0.700 0.230
High (YTD): 2024-05-07 0.700
Low (YTD): 2024-01-18 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.431
Avg. volume 1M:   0.000
Avg. price 6M:   0.435
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.82%
Volatility 6M:   131.07%
Volatility 1Y:   -
Volatility 3Y:   -