BNP Paribas Call 32 CAG 16.01.202.../  DE000PZ1Y8Q9  /

Frankfurt Zert./BNP
01/08/2024  21:50:41 Chg.+0.020 Bid21:58:38 Ask21:58:38 Underlying Strike price Expiration date Option type
0.250EUR +8.70% 0.250
Bid Size: 23,600
0.260
Ask Size: 23,600
Conagra Brands Inc 32.00 USD 16/01/2026 Call
 

Master data

WKN: PZ1Y8Q
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Conagra Brands Inc
Type: Warrant
Option type: Call
Strike price: 32.00 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: 11.67
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.19
Parity: -0.16
Time value: 0.24
Break-even: 31.96
Moneyness: 0.95
Premium: 0.14
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.54
Theta: 0.00
Omega: 6.31
Rho: 0.19
 

Quote data

Open: 0.220
High: 0.250
Low: 0.210
Previous Close: 0.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.05%
1 Month  
+56.25%
3 Months
  -26.47%
YTD  
+19.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.210
1M High / 1M Low: 0.240 0.140
6M High / 6M Low: 0.360 0.140
High (YTD): 24/04/2024 0.360
Low (YTD): 12/07/2024 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.234
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.77%
Volatility 6M:   138.09%
Volatility 1Y:   -
Volatility 3Y:   -