BNP Paribas Call 25 CAG 16.01.2026
/ DE000PZ1Y8M8
BNP Paribas Call 25 CAG 16.01.202.../ DE000PZ1Y8M8 /
| 2024-06-07 8:32:42 AM |
Chg.-0.010 |
Bid5:40:56 PM |
Ask5:40:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-1.72% |
0.570
Bid Size: 75,400 |
0.590
Ask Size: 75,400 |
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: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.64% |
| 1 Month |
|
|
-12.31% |
| 3 Months |
|
|
+16.33% |
| YTD |
|
|
+1.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.550 |
| 1M High / 1M Low: |
0.710 |
0.550 |
| 6M High / 6M Low: |
0.760 |
0.420 |
| High (YTD): |
2024-04-25 |
0.760 |
| Low (YTD): |
2024-02-15 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.643 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.576 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.89% |
| Volatility 6M: |
|
96.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
