BNP Paribas Call 30 CAG 16.01.2026
/ DE000PZ1Y8P1
BNP Paribas Call 30 CAG 16.01.202.../ DE000PZ1Y8P1 /
| 01/08/2024 08:32:25 |
Chg.-0.020 |
Bid09:21:48 |
Ask09:21:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-6.25% |
0.300
Bid Size: 11,900 |
0.350
Ask Size: 11,900 |
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: |
8.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
0.04 |
| Time value: |
0.29 |
| Break-even: |
31.04 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
5.62 |
| Rho: |
0.22 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+30.43% |
| 3 Months |
|
|
-30.23% |
| YTD |
|
|
-9.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.280 |
| 1M High / 1M Low: |
0.320 |
0.190 |
| 6M High / 6M Low: |
0.470 |
0.190 |
| High (YTD): |
25/04/2024 |
0.470 |
| Low (YTD): |
11/07/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.311 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.68% |
| Volatility 6M: |
|
121.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
