BNP Paribas Call 85 ANF 17.01.2025
/ DE000PZ14RQ1
BNP Paribas Call 85 ANF 17.01.202.../ DE000PZ14RQ1 /
| 12/11/2024 21:50:29 |
Chg.0.000 |
Bid21:59:12 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.370EUR |
0.00% |
5.340
Bid Size: 3,000 |
-
Ask Size: - |
Abercrombie and Fitc... |
85.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
PZ14RQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Abercrombie and Fitch Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
05/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.72 |
| Intrinsic value: |
4.65 |
| Implied volatility: |
1.67 |
| Historic volatility: |
0.51 |
| Parity: |
4.65 |
| Time value: |
1.23 |
| Break-even: |
143.80 |
| Moneyness: |
1.55 |
| Premium: |
0.09 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.50 |
| Spread %: |
9.29% |
| Delta: |
0.84 |
| Theta: |
-0.18 |
| Omega: |
1.87 |
| Rho: |
0.09 |
Quote data
| Open: |
5.340 |
| High: |
5.580 |
| Low: |
5.170 |
| Previous Close: |
5.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.62% |
| 1 Month |
|
|
-11.97% |
| 3 Months |
|
|
-21.15% |
| YTD |
|
|
+144.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.610 |
4.890 |
| 1M High / 1M Low: |
7.390 |
4.510 |
| 6M High / 6M Low: |
10.310 |
4.410 |
| High (YTD): |
12/06/2024 |
10.310 |
| Low (YTD): |
03/01/2024 |
2.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.797 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.757 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.33% |
| Volatility 6M: |
|
128.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
