BNP Paribas Call 32 CAG 17.01.2025
/ DE000PZ1Y8F2
BNP Paribas Call 32 CAG 17.01.202.../ DE000PZ1Y8F2 /
06/09/2024 21:50:30 |
Chg.+0.020 |
Bid06/09/2024 |
Ask06/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
+9.52% |
0.230 Bid Size: 33,700 |
0.240 Ask Size: 33,700 |
Conagra Brands Inc |
32.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PZ1Y8F |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Conagra Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 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: |
12.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
0.07 |
Time value: |
0.17 |
Break-even: |
31.27 |
Moneyness: |
1.02 |
Premium: |
0.06 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
4.35% |
Delta: |
0.62 |
Theta: |
-0.01 |
Omega: |
7.62 |
Rho: |
0.06 |
Quote data
Open: |
0.200 |
High: |
0.230 |
Low: |
0.190 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+64.29% |
1 Month |
|
|
+91.67% |
3 Months |
|
|
+91.67% |
YTD |
|
|
+64.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.140 |
1M High / 1M Low: |
0.230 |
0.100 |
6M High / 6M Low: |
0.230 |
0.051 |
High (YTD): |
06/09/2024 |
0.230 |
Low (YTD): |
12/07/2024 |
0.051 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.194 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.142 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.132 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
204.99% |
Volatility 6M: |
|
208.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |