BNP Paribas Call 25 CAG 20.12.2024
/ DE000PZ1Y787
BNP Paribas Call 25 CAG 20.12.202.../ DE000PZ1Y787 /
| 7/9/2024 8:33:26 AM |
Chg.+0.020 |
Bid2:09:19 PM |
Ask2:09:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+5.71% |
0.370
Bid Size: 36,400 |
0.420
Ask Size: 36,400 |
Conagra Brands Inc |
25.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PZ1Y78 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.31 |
| Time value: |
0.07 |
| Break-even: |
26.88 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
5.93 |
| Rho: |
0.08 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-22.92% |
| 3 Months |
|
|
-41.27% |
| YTD |
|
|
-19.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.340 |
| 1M High / 1M Low: |
0.500 |
0.340 |
| 6M High / 6M Low: |
0.670 |
0.340 |
| High (YTD): |
4/25/2024 |
0.670 |
| Low (YTD): |
7/4/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.405 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.483 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.73% |
| Volatility 6M: |
|
103.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
