BNP Paribas Call 35 CAG 16.01.2026
/ DE000PZ1Y8R7
BNP Paribas Call 35 CAG 16.01.202.../ DE000PZ1Y8R7 /
| 08/07/2024 21:50:37 |
Chg.+0.010 |
Bid08/07/2024 |
Ask08/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+12.50% |
0.090
Bid Size: 29,200 |
0.110
Ask Size: 29,200 |
Conagra Brands Inc |
35.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PZ1Y8R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
01/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-0.62 |
| Time value: |
0.10 |
| Break-even: |
33.33 |
| Moneyness: |
0.81 |
| Premium: |
0.28 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
25.00% |
| Delta: |
0.29 |
| Theta: |
0.00 |
| Omega: |
7.57 |
| Rho: |
0.10 |
Quote data
| Open: |
0.080 |
| High: |
0.100 |
| Low: |
0.080 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-62.50% |
| YTD |
|
|
-35.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.070 |
| 1M High / 1M Low: |
0.130 |
0.070 |
| 6M High / 6M Low: |
0.260 |
0.070 |
| High (YTD): |
15/01/2024 |
0.260 |
| Low (YTD): |
03/07/2024 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.155 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.78% |
| Volatility 6M: |
|
264.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
