BNP Paribas Call 28 CAG 16.01.2026
/ DE000PZ1Y8N6
BNP Paribas Call 28 CAG 16.01.202.../ DE000PZ1Y8N6 /
| 2024-05-31 9:50:36 PM |
Chg.+0.040 |
Bid9:51:26 PM |
Ask9:51:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+10.53% |
0.420
Bid Size: 31,100 |
0.440
Ask Size: 31,100 |
Conagra Brands Inc |
28.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PZ1Y8N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 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: |
6.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
0.17 |
| Time value: |
0.27 |
| Break-even: |
30.21 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
4.65 |
| Rho: |
0.26 |
Quote data
| Open: |
0.380 |
| High: |
0.420 |
| Low: |
0.380 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
-20.75% |
| 3 Months |
|
|
+23.53% |
| YTD |
|
|
+16.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.380 |
| 1M High / 1M Low: |
0.530 |
0.380 |
| 6M High / 6M Low: |
0.560 |
0.280 |
| High (YTD): |
2024-04-24 |
0.560 |
| Low (YTD): |
2024-02-19 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.478 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.409 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.13% |
| Volatility 6M: |
|
128.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
