BNP Paribas Call 28 CAG 17.01.202.../  DE000PZ1Y8D7  /

Frankfurt Zert./BNP
7/31/2024  8:50:30 PM Chg.-0.010 Bid7/31/2024 Ask7/31/2024 Underlying Strike price Expiration date Option type
0.320EUR -3.03% 0.320
Bid Size: 76,600
0.330
Ask Size: 76,600
Conagra Brands Inc 28.00 USD 1/17/2025 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: 1/17/2025
Issue date: 12/1/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.51
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.22
Implied volatility: 0.23
Historic volatility: 0.19
Parity: 0.22
Time value: 0.11
Break-even: 29.19
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.76
Theta: -0.01
Omega: 6.47
Rho: 0.08
 

Quote data

Open: 0.320
High: 0.330
Low: 0.300
Previous Close: 0.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+52.38%
3 Months
  -23.81%
YTD  
+10.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.270
1M High / 1M Low: 0.330 0.180
6M High / 6M Low: 0.450 0.180
High (YTD): 4/24/2024 0.450
Low (YTD): 7/12/2024 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.238
Avg. volume 1M:   0.000
Avg. price 6M:   0.299
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.82%
Volatility 6M:   134.33%
Volatility 1Y:   -
Volatility 3Y:   -