BNP Paribas Call 28 CAG 17.01.2025
/ DE000PZ1Y8D7
BNP Paribas Call 28 CAG 17.01.202.../ DE000PZ1Y8D7 /
| 2024-08-01 9:50:41 PM |
Chg.+0.020 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+6.45% |
-
Bid Size: - |
-
Ask Size: - |
Conagra Brands Inc |
28.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ1Y8D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
0.21 |
| Time value: |
0.11 |
| Break-even: |
29.07 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
6.68 |
| Rho: |
0.08 |
Quote data
| Open: |
0.300 |
| High: |
0.330 |
| Low: |
0.290 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.86% |
| 1 Month |
|
|
+65.00% |
| 3 Months |
|
|
-21.43% |
| YTD |
|
|
+13.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.280 |
| 1M High / 1M Low: |
0.330 |
0.180 |
| 6M High / 6M Low: |
0.450 |
0.180 |
| High (YTD): |
2024-04-24 |
0.450 |
| Low (YTD): |
2024-07-12 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.246 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.299 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.07% |
| Volatility 6M: |
|
134.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
