BNP Paribas Call 600 CTAS 17.01.2025
/ DE000PZ1Y860
BNP Paribas Call 600 CTAS 17.01.2.../ DE000PZ1Y860 /
26/07/2024 12:50:30 |
Chg.+0.030 |
Bid26/07/2024 |
Ask26/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
16.440EUR |
+0.18% |
16.440 Bid Size: 1,500 |
16.550 Ask Size: 1,500 |
Cintas Corporation |
600.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PZ1Y86 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cintas Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
600.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
01/12/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
15.27 |
Intrinsic value: |
14.27 |
Implied volatility: |
0.33 |
Historic volatility: |
0.17 |
Parity: |
14.27 |
Time value: |
1.97 |
Break-even: |
715.32 |
Moneyness: |
1.26 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.07 |
Spread %: |
0.43% |
Delta: |
0.88 |
Theta: |
-0.13 |
Omega: |
3.78 |
Rho: |
2.16 |
Quote data
Open: |
16.110 |
High: |
16.450 |
Low: |
16.110 |
Previous Close: |
16.410 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.24% |
1 Month |
|
|
+30.58% |
3 Months |
|
|
+65.56% |
YTD |
|
|
+164.31% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
17.370 |
16.200 |
1M High / 1M Low: |
17.370 |
11.550 |
6M High / 6M Low: |
17.370 |
5.830 |
High (YTD): |
22/07/2024 |
17.370 |
Low (YTD): |
03/01/2024 |
5.000 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
16.602 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
13.808 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.249 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.74% |
Volatility 6M: |
|
96.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |