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: |
|
- |
