BNP Paribas Call 28 CAG 16.01.2026
/ DE000PZ1Y8N6
BNP Paribas Call 28 CAG 16.01.202.../ DE000PZ1Y8N6 /
| 01/08/2024 21:50:41 |
Chg.+0.020 |
Bid21:58:38 |
Ask21:58:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+4.76% |
0.440
Bid Size: 25,500 |
0.450
Ask Size: 25,500 |
Conagra Brands Inc |
28.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PZ1Y8N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
01/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
0.21 |
| Time value: |
0.22 |
| Break-even: |
30.17 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
5.04 |
| Rho: |
0.25 |
Quote data
| Open: |
0.400 |
| High: |
0.440 |
| Low: |
0.400 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.79% |
| 1 Month |
|
|
+41.94% |
| 3 Months |
|
|
-16.98% |
| YTD |
|
|
+22.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.380 |
| 1M High / 1M Low: |
0.430 |
0.280 |
| 6M High / 6M Low: |
0.560 |
0.280 |
| High (YTD): |
24/04/2024 |
0.560 |
| Low (YTD): |
03/07/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.345 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.398 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.66% |
| Volatility 6M: |
|
106.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
