BNP Paribas Call 28 CAG 17.01.2025
/ DE000PZ1Y8D7
BNP Paribas Call 28 CAG 17.01.202.../ DE000PZ1Y8D7 /
| 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: |
|
- |
