BNP Paribas Call 25 CAG 19.12.2025
/ DE000PZ1Y8G0
BNP Paribas Call 25 CAG 19.12.202.../ DE000PZ1Y8G0 /
| 2024-05-31 9:50:24 PM |
Chg.+0.040 |
Bid9:53:04 PM |
Ask9:53:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+7.41% |
0.590
Bid Size: 37,300 |
0.610
Ask Size: 37,300 |
Conagra Brands Inc |
25.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PZ1Y8G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.19 |
| Parity: |
0.45 |
| Time value: |
0.16 |
| Break-even: |
29.14 |
| Moneyness: |
1.20 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
4.05 |
| Rho: |
0.29 |
Quote data
| Open: |
0.540 |
| High: |
0.590 |
| Low: |
0.540 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.45% |
| 1 Month |
|
|
-17.14% |
| 3 Months |
|
|
+20.83% |
| YTD |
|
|
+16.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.540 |
| 1M High / 1M Low: |
0.710 |
0.540 |
| 6M High / 6M Low: |
0.740 |
0.420 |
| High (YTD): |
2024-04-24 |
0.740 |
| Low (YTD): |
2024-02-19 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.650 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.565 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.57% |
| Volatility 6M: |
|
99.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
