BNP Paribas Call 25 CAG 17.01.2025
/ DE000PZ1Y8C9
BNP Paribas Call 25 CAG 17.01.202.../ DE000PZ1Y8C9 /
| 18/10/2024 14:50:38 |
Chg.-0.010 |
Bid15:03:21 |
Ask15:03:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-1.96% |
0.490
Bid Size: 30,900 |
0.540
Ask Size: 30,900 |
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: |
5.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.20 |
| Parity: |
0.49 |
| Time value: |
0.02 |
| Break-even: |
28.19 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.99 |
| Theta: |
0.00 |
| Omega: |
5.41 |
| Rho: |
0.06 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.05% |
| 1 Month |
|
|
-30.56% |
| 3 Months |
|
|
-1.96% |
| YTD |
|
|
+11.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.420 |
| 1M High / 1M Low: |
0.720 |
0.410 |
| 6M High / 6M Low: |
0.750 |
0.360 |
| High (YTD): |
10/09/2024 |
0.750 |
| Low (YTD): |
14/02/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.555 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.540 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.91% |
| Volatility 6M: |
|
99.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
