BNP Paribas Call 28 CAG 19.12.2025
/ DE000PZ1Y8H8
BNP Paribas Call 28 CAG 19.12.202.../ DE000PZ1Y8H8 /
| 8/15/2024 10:21:07 AM |
Chg.0.000 |
Bid8/15/2024 |
Ask8/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
0.00% |
0.450
Bid Size: 27,200 |
0.500
Ask Size: 27,200 |
Conagra Brands Inc |
28.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PZ1Y8H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
12/1/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
0.26 |
| Time value: |
0.20 |
| Break-even: |
30.03 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
4.77 |
| Rho: |
0.23 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.65% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-2.17% |
| YTD |
|
|
+28.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.390 |
| 1M High / 1M Low: |
0.470 |
0.300 |
| 6M High / 6M Low: |
0.550 |
0.280 |
| High (YTD): |
4/24/2024 |
0.550 |
| Low (YTD): |
7/3/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.397 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.397 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.52% |
| Volatility 6M: |
|
102.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
