BNP Paribas Call 32 CAG 20.12.2024
/ DE000PZ1Y8B1
BNP Paribas Call 32 CAG 20.12.202.../ DE000PZ1Y8B1 /
| 05/07/2024 21:50:26 |
Chg.0.000 |
Bid21:59:38 |
Ask21:59:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
0.00% |
0.043
Bid Size: 50,000 |
0.091
Ask Size: 50,000 |
Conagra Brands Inc |
32.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PZ1Y8B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 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: |
28.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-0.35 |
| Time value: |
0.09 |
| Break-even: |
30.43 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.05 |
| Spread %: |
111.63% |
| Delta: |
0.32 |
| Theta: |
-0.01 |
| Omega: |
9.03 |
| Rho: |
0.03 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.040 |
| Previous Close: |
0.044 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.20% |
| 1 Month |
|
|
-51.11% |
| 3 Months |
|
|
-78.00% |
| YTD |
|
|
-66.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.051 |
0.034 |
| 1M High / 1M Low: |
0.100 |
0.034 |
| 6M High / 6M Low: |
0.210 |
0.034 |
| High (YTD): |
24/04/2024 |
0.210 |
| Low (YTD): |
03/07/2024 |
0.034 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.062 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.120 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.56% |
| Volatility 6M: |
|
219.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
