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BNP Paribas Call 70 AIG 20.12.202.../  DE000PZ16305  /

Frankfurt Zert./BNP
10/07/2024  08:50:39 Chg.-0.050 Bid09:16:46 Ask09:16:46 Underlying Strike price Expiration date Option type
0.810EUR -5.81% 0.820
Bid Size: 5,750		 0.830
Ask Size: 5,750		 American Internation... 70.00 USD 20/12/2024 Call
 

Master data

WKN: PZ1630
Issuer: BNP PARIBAS
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 20/12/2024
Issue date: 06/12/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.53
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.44
Implied volatility: 0.28
Historic volatility: 0.16
Parity: 0.44
Time value: 0.37
Break-even: 72.73
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.25%
Delta: 0.71
Theta: -0.02
Omega: 6.02
Rho: 0.18
 

Quote data

Open: 0.800
High: 0.810
Low: 0.800
Previous Close: 0.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -11.96%
3 Months
  -21.36%
YTD  
+26.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.720
1M High / 1M Low: 0.940 0.720
6M High / 6M Low: 1.290 0.550
High (YTD): 07/05/2024 1.290
Low (YTD): 17/01/2024 0.550
52W High: - -
52W Low: - -
Avg. price 1W:   0.800
Avg. volume 1W:   0.000
Avg. price 1M:   0.813
Avg. volume 1M:   0.000
Avg. price 6M:   0.902
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.31%
Volatility 6M:   101.45%
Volatility 1Y:   -
Volatility 3Y:   -