BNP Paribas Call 28 CAG 17.01.2025
/ DE000PZ1Y8D7
BNP Paribas Call 28 CAG 17.01.202.../ DE000PZ1Y8D7 /
| 9/3/2024 10:50:40 AM |
Chg.-0.010 |
Bid11:07:25 AM |
Ask11:07:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-2.70% |
0.360
Bid Size: 35,000 |
0.410
Ask Size: 35,000 |
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: |
7.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
0.29 |
| Time value: |
0.11 |
| Break-even: |
29.30 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
8.11% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
5.43 |
| Rho: |
0.07 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.360 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
-5.26% |
| 3 Months |
|
|
+16.13% |
| YTD |
|
|
+24.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.360 |
| 1M High / 1M Low: |
0.400 |
0.300 |
| 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: |
|
0.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.342 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.312 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.85% |
| Volatility 6M: |
|
126.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
