BNP Paribas Call 25 CAG 20.12.2024
/ DE000PZ1Y787
BNP Paribas Call 25 CAG 20.12.202.../ DE000PZ1Y787 /
| 15/11/2024 08:34:27 |
Chg.+0.020 |
Bid10:05:33 |
Ask10:05:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+7.69% |
0.280
Bid Size: 32,700 |
0.330
Ask Size: 32,700 |
Conagra Brands Inc |
25.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
0.23 |
| Time value: |
0.04 |
| Break-even: |
26.44 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
7.91 |
| Rho: |
0.02 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.15% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-51.72% |
| YTD |
|
|
-39.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.260 |
| 1M High / 1M Low: |
0.500 |
0.260 |
| 6M High / 6M Low: |
0.730 |
0.260 |
| High (YTD): |
19/09/2024 |
0.730 |
| Low (YTD): |
14/11/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.497 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.87% |
| Volatility 6M: |
|
118.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
