BNP Paribas Call 45 NTR 20.12.2024
/ DE000PZ1A0R2
BNP Paribas Call 45 NTR 20.12.202.../ DE000PZ1A0R2 /
10/18/2024 9:20:24 PM |
Chg.-0.020 |
Bid9:45:06 PM |
Ask9:45:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
-4.55% |
0.410 Bid Size: 25,500 |
0.420 Ask Size: 25,500 |
Nutrien Ltd |
45.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PZ1A0R |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nutrien Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
11/13/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.25 |
Implied volatility: |
0.38 |
Historic volatility: |
0.26 |
Parity: |
0.25 |
Time value: |
0.17 |
Break-even: |
45.61 |
Moneyness: |
1.06 |
Premium: |
0.04 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.01 |
Spread %: |
2.44% |
Delta: |
0.69 |
Theta: |
-0.02 |
Omega: |
7.16 |
Rho: |
0.04 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.420 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.75% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-43.24% |
YTD |
|
|
-70.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.420 |
1M High / 1M Low: |
0.610 |
0.380 |
6M High / 6M Low: |
1.530 |
0.300 |
High (YTD): |
5/20/2024 |
1.530 |
Low (YTD): |
9/10/2024 |
0.300 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.442 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.478 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.755 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.05% |
Volatility 6M: |
|
138.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |