BNP Paribas Call 45 NTR 20.12.2024
/ DE000PZ1A0R2
BNP Paribas Call 45 NTR 20.12.202.../ DE000PZ1A0R2 /
8/16/2024 10:18:22 AM |
Chg.+0.020 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
+5.13% |
- Bid Size: - |
- Ask Size: - |
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: |
10.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.34 |
Historic volatility: |
0.26 |
Parity: |
0.12 |
Time value: |
0.30 |
Break-even: |
45.21 |
Moneyness: |
1.03 |
Premium: |
0.07 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
2.44% |
Delta: |
0.62 |
Theta: |
-0.01 |
Omega: |
6.25 |
Rho: |
0.08 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.410 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.82% |
1 Month |
|
|
-40.58% |
3 Months |
|
|
-68.70% |
YTD |
|
|
-70.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.390 |
1M High / 1M Low: |
0.860 |
0.390 |
6M High / 6M Low: |
1.540 |
0.390 |
High (YTD): |
5/23/2024 |
1.540 |
Low (YTD): |
8/15/2024 |
0.390 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.424 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.627 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.984 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.37% |
Volatility 6M: |
|
119.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |