BNP Paribas Call 32 CAG 20.12.2024
/ DE000PZ1Y8B1
BNP Paribas Call 32 CAG 20.12.202.../ DE000PZ1Y8B1 /
| 8/2/2024 8:29:56 AM |
Chg.+0.009 |
Bid8:47:06 PM |
Ask8:47:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+11.11% |
0.130
Bid Size: 63,400 |
0.140
Ask Size: 63,400 |
Conagra Brands Inc |
32.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-0.16 |
| Time value: |
0.11 |
| Break-even: |
30.77 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
0.41 |
| Theta: |
-0.01 |
| Omega: |
10.49 |
| Rho: |
0.04 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.081 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.46% |
| 1 Month |
|
|
+87.50% |
| 3 Months |
|
|
-47.06% |
| YTD |
|
|
-40.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.065 |
| 1M High / 1M Low: |
0.090 |
0.034 |
| 6M High / 6M Low: |
0.220 |
0.034 |
| High (YTD): |
4/25/2024 |
0.220 |
| Low (YTD): |
7/4/2024 |
0.034 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.079 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.111 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
382.30% |
| Volatility 6M: |
|
234.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
