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: |
|
- |