BNP Paribas Call 100 ANF 16.01.2026
/ DE000PZ14R64
BNP Paribas Call 100 ANF 16.01.20.../ DE000PZ14R64 /
| 11/11/2024 9:50:29 PM |
Chg.-0.220 |
Bid9:59:07 PM |
Ask9:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.560EUR |
-3.81% |
5.570
Bid Size: 3,000 |
5.600
Ask Size: 3,000 |
Abercrombie and Fitc... |
100.00 - |
1/16/2026 |
Call |
Master data
| WKN: |
PZ14R6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Abercrombie and Fitch Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
1/16/2026 |
| Issue date: |
12/5/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.84 |
| Intrinsic value: |
3.44 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.51 |
| Parity: |
3.44 |
| Time value: |
2.42 |
| Break-even: |
158.60 |
| Moneyness: |
1.34 |
| Premium: |
0.18 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
0.51% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
1.82 |
| Rho: |
0.57 |
Quote data
| Open: |
5.890 |
| High: |
6.130 |
| Low: |
5.560 |
| Previous Close: |
5.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.51% |
| 1 Month |
|
|
-9.74% |
| 3 Months |
|
|
-18.59% |
| YTD |
|
|
+133.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.780 |
5.140 |
| 1M High / 1M Low: |
7.360 |
4.810 |
| 6M High / 6M Low: |
10.130 |
4.640 |
| High (YTD): |
6/12/2024 |
10.130 |
| Low (YTD): |
1/3/2024 |
2.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.927 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.806 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.38% |
| Volatility 6M: |
|
116.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
