BNP Paribas Call 30 CAG 20.12.2024
/ DE000PZ1Y8A3
BNP Paribas Call 30 CAG 20.12.202.../ DE000PZ1Y8A3 /
| 01/08/2024 21:50:32 |
Chg.+0.020 |
Bid21:53:18 |
Ask21:53:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+11.76% |
0.190
Bid Size: 33,700 |
0.200
Ask Size: 33,700 |
Conagra Brands Inc |
30.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PZ1Y8A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
0.03 |
| Time value: |
0.15 |
| Break-even: |
29.52 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
9.34 |
| Rho: |
0.06 |
Quote data
| Open: |
0.160 |
| High: |
0.190 |
| Low: |
0.150 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.71% |
| 1 Month |
|
|
+90.00% |
| 3 Months |
|
|
-32.14% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.140 |
| 1M High / 1M Low: |
0.180 |
0.078 |
| 6M High / 6M Low: |
0.310 |
0.078 |
| High (YTD): |
24/04/2024 |
0.310 |
| Low (YTD): |
03/07/2024 |
0.078 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.120 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.182 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.31% |
| Volatility 6M: |
|
182.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
