BNP Paribas Call 55 NTR 20.12.2024
/ DE000PZ1A0P6
BNP Paribas Call 55 NTR 20.12.202.../ DE000PZ1A0P6 /
16/08/2024 21:20:29 |
Chg.0.000 |
Bid21:50:26 |
Ask21:50:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
0.00% |
0.090 Bid Size: 50,000 |
0.100 Ask Size: 50,000 |
Nutrien Ltd |
55.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PZ1A0P |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nutrien Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
13/11/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
42.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.26 |
Parity: |
-0.79 |
Time value: |
0.10 |
Break-even: |
51.12 |
Moneyness: |
0.84 |
Premium: |
0.21 |
Premium p.a.: |
0.74 |
Spread abs.: |
0.01 |
Spread %: |
11.24% |
Delta: |
0.23 |
Theta: |
-0.01 |
Omega: |
9.85 |
Rho: |
0.03 |
Quote data
Open: |
0.089 |
High: |
0.090 |
Low: |
0.088 |
Previous Close: |
0.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.00% |
1 Month |
|
|
-72.73% |
3 Months |
|
|
-86.36% |
YTD |
|
|
-89.66% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.085 |
1M High / 1M Low: |
0.330 |
0.085 |
6M High / 6M Low: |
0.840 |
0.085 |
High (YTD): |
02/01/2024 |
0.910 |
Low (YTD): |
14/08/2024 |
0.085 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.095 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.198 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.455 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
185.01% |
Volatility 6M: |
|
160.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |