BNP Paribas Call 30 CAG 17.01.2025
/ DE000PZ1Y8E5
BNP Paribas Call 30 CAG 17.01.202.../ DE000PZ1Y8E5 /
| 01/08/2024 08:32:25 |
Chg.-0.020 |
Bid10:05:35 |
Ask10:05:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-10.00% |
0.190
Bid Size: 38,000 |
0.240
Ask Size: 38,000 |
Conagra Brands Inc |
30.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PZ1Y8E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
01/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
0.03 |
| Time value: |
0.17 |
| Break-even: |
29.72 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
8.45 |
| Rho: |
0.07 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
+38.46% |
| 3 Months |
|
|
-41.94% |
| YTD |
|
|
-18.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.160 |
| 1M High / 1M Low: |
0.200 |
0.100 |
| 6M High / 6M Low: |
0.350 |
0.100 |
| High (YTD): |
25/04/2024 |
0.350 |
| Low (YTD): |
15/07/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.203 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.43% |
| Volatility 6M: |
|
177.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
