BNP Paribas Call 28 CAG 17.01.2025
/ DE000PZ1Y8D7
BNP Paribas Call 28 CAG 17.01.202.../ DE000PZ1Y8D7 /
| 09/10/2024 21:50:34 |
Chg.+0.010 |
Bid21:59:44 |
Ask21:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+5.00% |
-
Bid Size: - |
-
Ask Size: - |
Conagra Brands Inc |
28.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
01/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.11 |
| Time value: |
0.10 |
| Break-even: |
27.61 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
8.58 |
| Rho: |
0.04 |
Quote data
| Open: |
0.200 |
| High: |
0.210 |
| Low: |
0.190 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-58.82% |
| 3 Months |
|
|
-4.55% |
| YTD |
|
|
-27.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.200 |
| 1M High / 1M Low: |
0.510 |
0.200 |
| 6M High / 6M Low: |
0.510 |
0.180 |
| High (YTD): |
10/09/2024 |
0.510 |
| Low (YTD): |
12/07/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.386 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.334 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.15% |
| Volatility 6M: |
|
140.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
