BNP Paribas Call 32 ZAL 17.12.2027
/ DE000PG46SA5
BNP Paribas Call 32 ZAL 17.12.202.../ DE000PG46SA5 /
| 2024-11-12 8:50:11 PM |
Chg.-0.030 |
Bid9:07:29 PM |
Ask9:07:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-3.85% |
0.750
Bid Size: 18,380 |
0.800
Ask Size: 18,380 |
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: |
3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.44 |
| Parity: |
-0.43 |
| Time value: |
0.83 |
| Break-even: |
40.30 |
| Moneyness: |
0.86 |
| Premium: |
0.46 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
6.41% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
2.12 |
| Rho: |
0.29 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.730 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.60% |
| 1 Month |
|
|
-22.68% |
| 3 Months |
|
|
+36.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.660 |
| 1M High / 1M Low: |
0.990 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.861 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
