BNP Paribas Call 30 CAG 20.12.2024
/ DE000PZ1Y8A3
BNP Paribas Call 30 CAG 20.12.202.../ DE000PZ1Y8A3 /
| 2024-06-07 9:50:28 PM |
Chg.+0.010 |
Bid9:56:48 PM |
Ask9:56:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+6.25% |
0.170
Bid Size: 12,300 |
0.180
Ask Size: 12,300 |
Conagra Brands Inc |
30.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ1Y8A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-0.04 |
| Time value: |
0.17 |
| Break-even: |
29.24 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
0.54 |
| Theta: |
-0.01 |
| Omega: |
8.64 |
| Rho: |
0.07 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.160 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
-34.62% |
| 3 Months |
|
|
+6.25% |
| YTD |
|
|
-10.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.160 |
| 1M High / 1M Low: |
0.280 |
0.150 |
| 6M High / 6M Low: |
0.310 |
0.130 |
| High (YTD): |
2024-04-24 |
0.310 |
| Low (YTD): |
2024-02-19 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.210 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.32% |
| Volatility 6M: |
|
158.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
