BNP Paribas Call 25 CAG 17.01.2025
/ DE000PZ1Y8C9
BNP Paribas Call 25 CAG 17.01.202.../ DE000PZ1Y8C9 /
| 8/14/2024 9:50:33 PM |
Chg.+0.030 |
Bid8/14/2024 |
Ask8/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+5.36% |
0.590
Bid Size: 31,200 |
0.600
Ask Size: 31,200 |
Conagra Brands Inc |
25.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
12/1/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
0.49 |
| Time value: |
0.07 |
| Break-even: |
28.34 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
4.31 |
| Rho: |
0.08 |
Quote data
| Open: |
0.550 |
| High: |
0.600 |
| Low: |
0.540 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.46% |
| 1 Month |
|
|
+59.46% |
| 3 Months |
|
|
-4.84% |
| YTD |
|
|
+31.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.510 |
| 1M High / 1M Low: |
0.600 |
0.390 |
| 6M High / 6M Low: |
0.670 |
0.350 |
| High (YTD): |
4/24/2024 |
0.670 |
| Low (YTD): |
2/14/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.509 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.493 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.98% |
| Volatility 6M: |
|
94.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
