BNP Paribas Call 65 BSN 20.09.2024
/ DE000PZ1EM74
BNP Paribas Call 65 BSN 20.09.202.../ DE000PZ1EM74 /
9/11/2024 12:20:51 PM |
Chg.-0.010 |
Bid9/11/2024 |
Ask9/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
-7.14% |
0.130 Bid Size: 36,000 |
0.150 Ask Size: 36,000 |
DANONE S.A. EO -,25 |
65.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
PZ1EM7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DANONE S.A. EO -,25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
11/15/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
34.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.11 |
Implied volatility: |
0.30 |
Historic volatility: |
0.13 |
Parity: |
0.11 |
Time value: |
0.08 |
Break-even: |
66.90 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.05 |
Spread %: |
35.71% |
Delta: |
0.65 |
Theta: |
-0.07 |
Omega: |
22.62 |
Rho: |
0.01 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.100 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+202.33% |
1 Month |
|
|
+900.00% |
3 Months |
|
|
+154.90% |
YTD |
|
|
+18.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.043 |
1M High / 1M Low: |
0.140 |
0.001 |
6M High / 6M Low: |
0.140 |
0.001 |
High (YTD): |
1/29/2024 |
0.200 |
Low (YTD): |
8/26/2024 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.088 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.024 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.038 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,088.19% |
Volatility 6M: |
|
592.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |