BNP Paribas Call 25 CAG 17.01.2025
/ DE000PZ1Y8C9
BNP Paribas Call 25 CAG 17.01.202.../ DE000PZ1Y8C9 /
| 31/07/2024 21:50:35 |
Chg.-0.020 |
Bid21:55:27 |
Ask21:55:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-3.64% |
0.530
Bid Size: 32,100 |
0.540
Ask Size: 32,100 |
Conagra Brands Inc |
25.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PZ1Y8C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
01/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
0.50 |
| Time value: |
0.04 |
| Break-even: |
28.51 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
5.04 |
| Rho: |
0.10 |
Quote data
| Open: |
0.540 |
| High: |
0.550 |
| Low: |
0.510 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.16% |
| 1 Month |
|
|
+35.90% |
| 3 Months |
|
|
-14.52% |
| YTD |
|
|
+17.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.480 |
| 1M High / 1M Low: |
0.550 |
0.360 |
| 6M High / 6M Low: |
0.670 |
0.350 |
| High (YTD): |
24/04/2024 |
0.670 |
| Low (YTD): |
14/02/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.435 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.486 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.13% |
| Volatility 6M: |
|
96.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
