BNP Paribas Call 30 CAG 16.01.2026
/ DE000PZ1Y8P1
BNP Paribas Call 30 CAG 16.01.202.../ DE000PZ1Y8P1 /
| 13/11/2024 21:50:30 |
Chg.-0.010 |
Bid13/11/2024 |
Ask13/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-5.56% |
0.170
Bid Size: 27,600 |
0.180
Ask Size: 27,600 |
Conagra Brands Inc |
30.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PZ1Y8P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
01/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.20 |
| Parity: |
-0.22 |
| Time value: |
0.18 |
| Break-even: |
30.06 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
0.46 |
| Theta: |
0.00 |
| Omega: |
6.72 |
| Rho: |
0.12 |
Quote data
| Open: |
0.170 |
| High: |
0.180 |
| Low: |
0.170 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.05% |
| 1 Month |
|
|
-26.09% |
| 3 Months |
|
|
-51.43% |
| YTD |
|
|
-39.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.170 |
| 1M High / 1M Low: |
0.290 |
0.170 |
| 6M High / 6M Low: |
0.470 |
0.170 |
| High (YTD): |
10/09/2024 |
0.470 |
| Low (YTD): |
13/11/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.234 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.306 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.84% |
| Volatility 6M: |
|
123.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
