BNP Paribas Call 25 CAG 16.01.2026
/ DE000PZ1Y8M8
BNP Paribas Call 25 CAG 16.01.202.../ DE000PZ1Y8M8 /
| 2024-06-07 9:50:38 PM |
Chg.+0.010 |
Bid9:52:55 PM |
Ask9:52:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+1.75% |
0.580
Bid Size: 37,200 |
0.600
Ask Size: 37,200 |
Conagra Brands Inc |
25.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PZ1Y8M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
0.42 |
| Time value: |
0.17 |
| Break-even: |
28.85 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
4.02 |
| Rho: |
0.29 |
Quote data
| Open: |
0.570 |
| High: |
0.580 |
| Low: |
0.560 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.69% |
| 1 Month |
|
|
-14.71% |
| 3 Months |
|
|
+23.40% |
| YTD |
|
|
+13.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.570 |
| 1M High / 1M Low: |
0.710 |
0.540 |
| 6M High / 6M Low: |
0.750 |
0.420 |
| High (YTD): |
2024-04-24 |
0.750 |
| Low (YTD): |
2024-02-19 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.640 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.571 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.04% |
| Volatility 6M: |
|
97.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
