BNP Paribas Call 30 CAG 17.01.2025
/ DE000PZ1Y8E5
BNP Paribas Call 30 CAG 17.01.202.../ DE000PZ1Y8E5 /
2024-06-07 9:50:26 PM |
Chg.+0.010 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
+5.26% |
0.200 Bid Size: 14,000 |
0.210 Ask Size: 14,000 |
Conagra Brands Inc |
30.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
PZ1Y8E |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Conagra Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
30.00 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: |
13.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.18 |
Parity: |
-0.03 |
Time value: |
0.21 |
Break-even: |
29.87 |
Moneyness: |
0.99 |
Premium: |
0.09 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
5.00% |
Delta: |
0.56 |
Theta: |
-0.01 |
Omega: |
7.40 |
Rho: |
0.08 |
Quote data
Open: |
0.190 |
High: |
0.200 |
Low: |
0.180 |
Previous Close: |
0.190 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-31.03% |
3 Months |
|
|
+5.26% |
YTD |
|
|
-4.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.190 |
1M High / 1M Low: |
0.300 |
0.170 |
6M High / 6M Low: |
0.330 |
0.140 |
High (YTD): |
2024-04-24 |
0.330 |
Low (YTD): |
2024-02-14 |
0.140 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.200 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.239 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.226 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.48% |
Volatility 6M: |
|
151.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |