BNP Paribas Call 28 CAG 17.01.2025
/ DE000PZ1Y8D7
BNP Paribas Call 28 CAG 17.01.202.../ DE000PZ1Y8D7 /
| 2024-06-07 9:50:38 PM |
Chg.+0.010 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+3.45% |
0.310
Bid Size: 16,700 |
0.320
Ask Size: 16,700 |
Conagra Brands Inc |
28.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ1Y8D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.14 |
| Time value: |
0.16 |
| Break-even: |
28.71 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
6.31 |
| Rho: |
0.10 |
Quote data
| Open: |
0.290 |
| High: |
0.300 |
| Low: |
0.280 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.23% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
+3.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.290 |
| 1M High / 1M Low: |
0.420 |
0.270 |
| 6M High / 6M Low: |
0.450 |
0.210 |
| High (YTD): |
2024-04-24 |
0.450 |
| Low (YTD): |
2024-02-14 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.356 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.324 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.50% |
| Volatility 6M: |
|
127.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
