BNP Paribas Call 80 ANF 16.01.2026
/ DE000PZ14R31
BNP Paribas Call 80 ANF 16.01.202.../ DE000PZ14R31 /
| 11/11/2024 13:26:32 |
Chg.+0.50 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.28EUR |
+7.37% |
-
Bid Size: - |
-
Ask Size: - |
Abercrombie and Fitc... |
80.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
PZ14R3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Abercrombie and Fitch Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
05/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.18 |
| Intrinsic value: |
5.44 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.51 |
| Parity: |
5.44 |
| Time value: |
1.66 |
| Break-even: |
151.00 |
| Moneyness: |
1.68 |
| Premium: |
0.12 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
0.42% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
1.62 |
| Rho: |
0.52 |
Quote data
| Open: |
7.13 |
| High: |
7.28 |
| Low: |
7.13 |
| Previous Close: |
6.78 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.52% |
| 1 Month |
|
|
+6.12% |
| 3 Months |
|
|
-2.28% |
| YTD |
|
|
+134.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.28 |
6.36 |
| 1M High / 1M Low: |
8.70 |
5.97 |
| 6M High / 6M Low: |
11.51 |
5.70 |
| High (YTD): |
13/06/2024 |
11.51 |
| Low (YTD): |
03/01/2024 |
3.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.19% |
| Volatility 6M: |
|
102.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
