BNP Paribas Call 35 CAG 19.12.202.../  DE000PZ1Y8L0  /

Frankfurt Zert./BNP
01/08/2024  21:50:32 Chg.+0.020 Bid01/08/2024 Ask01/08/2024 Underlying Strike price Expiration date Option type
0.150EUR +15.38% 0.150
Bid Size: 26,500
0.160
Ask Size: 26,500
Conagra Brands Inc 35.00 USD 19/12/2025 Call
 

Master data

WKN: PZ1Y8L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Conagra Brands Inc
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 19/12/2025
Issue date: 01/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.01
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.19
Parity: -0.43
Time value: 0.14
Break-even: 33.74
Moneyness: 0.87
Premium: 0.20
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.37
Theta: 0.00
Omega: 7.48
Rho: 0.13
 

Quote data

Open: 0.120
High: 0.150
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+66.67%
3 Months
  -31.82%
YTD  
+15.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.120
1M High / 1M Low: 0.150 0.074
6M High / 6M Low: 0.240 0.074
High (YTD): 15/01/2024 0.250
Low (YTD): 03/07/2024 0.074
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.143
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.28%
Volatility 6M:   185.32%
Volatility 1Y:   -
Volatility 3Y:   -