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

Frankfurt Zert./BNP
11/15/2024  9:50:32 PM Chg.+0.030 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
0.630EUR +5.00% 0.600
Bid Size: 18,000		 0.630
Ask Size: 18,000		 American Internation... 70.00 USD 12/20/2024 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: 12/20/2024
Issue date: 12/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.42
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.55
Implied volatility: 0.30
Historic volatility: 0.18
Parity: 0.55
Time value: 0.08
Break-even: 72.79
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 5.00%
Delta: 0.83
Theta: -0.03
Omega: 9.46
Rho: 0.05
 

Quote data

Open: 0.580
High: 0.670
Low: 0.570
Previous Close: 0.600
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.62%
1 Month
  -24.10%
3 Months  
+5.00%
YTD
  -1.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.550
1M High / 1M Low: 0.960 0.550
6M High / 6M Low: 1.260 0.480
High (YTD): 5/7/2024 1.290
Low (YTD): 10/3/2024 0.480
52W High: - -
52W Low: - -
Avg. price 1W:   0.600
Avg. volume 1W:   0.000
Avg. price 1M:   0.740
Avg. volume 1M:   0.000
Avg. price 6M:   0.769
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.15%
Volatility 6M:   166.01%
Volatility 1Y:   -
Volatility 3Y:   -