BNP Paribas Call 65 ANF 16.01.2026
/ DE000PZ14R07
BNP Paribas Call 65 ANF 16.01.202.../ DE000PZ14R07 /
| 2024-11-12 8:32:57 AM |
Chg.-0.54 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.78EUR |
-6.49% |
-
Bid Size: - |
-
Ask Size: - |
Abercrombie and Fitc... |
65.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
PZ14R0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Abercrombie and Fitch Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.09 |
| Intrinsic value: |
6.65 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.51 |
| Parity: |
6.65 |
| Time value: |
1.19 |
| Break-even: |
143.40 |
| Moneyness: |
2.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.38% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
1.50 |
| Rho: |
0.47 |
Quote data
| Open: |
7.78 |
| High: |
7.78 |
| Low: |
7.78 |
| Previous Close: |
8.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.29% |
| 1 Month |
|
|
-1.14% |
| 3 Months |
|
|
-7.60% |
| YTD |
|
|
+106.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.32 |
7.37 |
| 1M High / 1M Low: |
9.77 |
6.94 |
| 6M High / 6M Low: |
12.57 |
6.64 |
| High (YTD): |
2024-06-13 |
12.57 |
| Low (YTD): |
2024-01-03 |
3.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.44% |
| Volatility 6M: |
|
93.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
