BNP Paribas Call 28 CAG 16.01.2026
/ DE000PZ1Y8N6
BNP Paribas Call 28 CAG 16.01.202.../ DE000PZ1Y8N6 /
8/14/2024 8:36:33 AM |
Chg.+0.030 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
+7.50% |
- Bid Size: - |
- Ask Size: - |
Conagra Brands Inc |
28.00 USD |
1/16/2026 |
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: |
1/16/2026 |
Issue date: |
12/1/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.21 |
Implied volatility: |
0.19 |
Historic volatility: |
0.19 |
Parity: |
0.21 |
Time value: |
0.23 |
Break-even: |
29.86 |
Moneyness: |
1.08 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
2.33% |
Delta: |
0.76 |
Theta: |
0.00 |
Omega: |
4.77 |
Rho: |
0.24 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.38% |
1 Month |
|
|
+48.28% |
3 Months |
|
|
-15.69% |
YTD |
|
|
+4.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.400 |
1M High / 1M Low: |
0.450 |
0.290 |
6M High / 6M Low: |
0.580 |
0.270 |
High (YTD): |
4/25/2024 |
0.580 |
Low (YTD): |
7/11/2024 |
0.270 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.414 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.392 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.404 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
128.90% |
Volatility 6M: |
|
101.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |