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

Frankfurt Zert./BNP
7/8/2024  1:21:18 PM Chg.+0.010 Bid7/8/2024 Ask7/8/2024 Underlying Strike price Expiration date Option type
0.200EUR +5.26% 0.200
Bid Size: 39,500
0.250
Ask Size: 39,500
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: 13.04
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.02
Implied volatility: 0.22
Historic volatility: 0.18
Parity: 0.02
Time value: 0.18
Break-even: 27.86
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.60
Theta: -0.01
Omega: 7.83
Rho: 0.07
 

Quote data

Open: 0.190
High: 0.200
Low: 0.190
Previous Close: 0.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month
  -33.33%
3 Months
  -53.49%
YTD
  -31.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.180
1M High / 1M Low: 0.280 0.180
6M High / 6M Low: 0.450 0.180
High (YTD): 4/24/2024 0.450
Low (YTD): 7/3/2024 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.227
Avg. volume 1M:   0.000
Avg. price 6M:   0.308
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.93%
Volatility 6M:   126.95%
Volatility 1Y:   -
Volatility 3Y:   -