BNP Paribas Call 32 ZAL 17.12.2027
/ DE000PG46SA5
BNP Paribas Call 32 ZAL 17.12.202.../ DE000PG46SA5 /
| 2024-12-20 9:50:13 PM |
Chg.-0.010 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
-0.91% |
1.090
Bid Size: 13,240 |
1.130
Ask Size: 13,240 |
ZALANDO SE |
32.00 EUR |
2027-12-17 |
Call |
Master data
| WKN: |
PG46SA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-07-30 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.41 |
| Parity: |
0.10 |
| Time value: |
1.03 |
| Break-even: |
43.30 |
| Moneyness: |
1.03 |
| Premium: |
0.31 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
3.67% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
2.05 |
| Rho: |
0.36 |
Quote data
| Open: |
1.090 |
| High: |
1.110 |
| Low: |
1.080 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.92% |
| 1 Month |
|
|
+23.86% |
| 3 Months |
|
|
+47.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
1.090 |
| 1M High / 1M Low: |
1.230 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
