BNP Paribas Call 55 NTR 20.12.2024
/ DE000PZ1A0P6
BNP Paribas Call 55 NTR 20.12.202.../ DE000PZ1A0P6 /
| 10/18/2024 9:20:31 PM |
Chg.-0.005 |
Bid9:56:00 PM |
Ask9:56:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.054EUR |
-8.47% |
0.053
Bid Size: 50,000 |
0.091
Ask Size: 50,000 |
Nutrien Ltd |
55.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PZ1A0P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nutrien Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
-0.67 |
| Time value: |
0.09 |
| Break-even: |
51.52 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
1.57 |
| Spread abs.: |
0.04 |
| Spread %: |
71.70% |
| Delta: |
0.23 |
| Theta: |
-0.02 |
| Omega: |
11.12 |
| Rho: |
0.02 |
Quote data
| Open: |
0.063 |
| High: |
0.063 |
| Low: |
0.054 |
| Previous Close: |
0.059 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-23.94% |
| 3 Months |
|
|
-80.00% |
| YTD |
|
|
-93.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.054 |
| 1M High / 1M Low: |
0.140 |
0.054 |
| 6M High / 6M Low: |
0.840 |
0.053 |
| High (YTD): |
1/2/2024 |
0.910 |
| Low (YTD): |
9/10/2024 |
0.053 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.292 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
299.83% |
| Volatility 6M: |
|
212.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
