BNP Paribas Call 65 BSN 20.12.2024
/ DE000PZ091A2
BNP Paribas Call 65 BSN 20.12.202.../ DE000PZ091A2 /
| 6/28/2024 9:20:22 PM |
Chg.-0.003 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.057EUR |
-5.00% |
0.057
Bid Size: 20,000 |
0.095
Ask Size: 20,000 |
DANONE S.A. EO -,25 |
65.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PZ091A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
60.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.13 |
| Parity: |
-0.79 |
| Time value: |
0.10 |
| Break-even: |
65.95 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.04 |
| Spread %: |
66.67% |
| Delta: |
0.23 |
| Theta: |
-0.01 |
| Omega: |
13.53 |
| Rho: |
0.06 |
Quote data
| Open: |
0.065 |
| High: |
0.065 |
| Low: |
0.056 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.00% |
| 1 Month |
|
|
-48.18% |
| 3 Months |
|
|
-62.00% |
| YTD |
|
|
-66.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.088 |
0.057 |
| 1M High / 1M Low: |
0.150 |
0.057 |
| 6M High / 6M Low: |
0.280 |
0.057 |
| High (YTD): |
1/29/2024 |
0.280 |
| Low (YTD): |
6/28/2024 |
0.057 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.116 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.163 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.44% |
| Volatility 6M: |
|
187.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
