BNP Paribas Call 60 NTR 20.12.2024
/ DE000PZ1A0N1
BNP Paribas Call 60 NTR 20.12.202.../ DE000PZ1A0N1 /
| 16/08/2024 21:20:20 |
Chg.-0.001 |
Bid21:50:54 |
Ask21:50:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.041EUR |
-2.38% |
0.041
Bid Size: 50,000 |
0.091
Ask Size: 50,000 |
Nutrien Ltd |
60.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PZ1A0N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nutrien Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 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: |
46.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
-1.24 |
| Time value: |
0.09 |
| Break-even: |
55.59 |
| Moneyness: |
0.77 |
| Premium: |
0.32 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.05 |
| Spread %: |
121.95% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
8.50 |
| Rho: |
0.02 |
Quote data
| Open: |
0.040 |
| High: |
0.041 |
| Low: |
0.039 |
| Previous Close: |
0.042 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.77% |
| 1 Month |
|
|
-72.67% |
| 3 Months |
|
|
-90.47% |
| YTD |
|
|
-93.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.050 |
0.040 |
| 1M High / 1M Low: |
0.190 |
0.040 |
| 6M High / 6M Low: |
0.580 |
0.040 |
| High (YTD): |
02/01/2024 |
0.690 |
| Low (YTD): |
14/08/2024 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.045 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.109 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.298 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.30% |
| Volatility 6M: |
|
188.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
