BNP Paribas Call 32 VBK 20.12.2024
/ DE000PZ1ABE9
BNP Paribas Call 32 VBK 20.12.202.../ DE000PZ1ABE9 /
| 2024-05-02 4:21:18 PM |
Chg.+0.010 |
Bid4:30:04 PM |
Ask4:30:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+12.50% |
0.090
Bid Size: 98,400 |
0.110
Ask Size: 98,400 |
VERBIO SE INH O.N. |
32.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PZ1ABE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.52 |
| Parity: |
-1.24 |
| Time value: |
0.10 |
| Break-even: |
33.00 |
| Moneyness: |
0.61 |
| Premium: |
0.68 |
| Premium p.a.: |
1.27 |
| Spread abs.: |
0.02 |
| Spread %: |
25.00% |
| Delta: |
0.23 |
| Theta: |
-0.01 |
| Omega: |
4.49 |
| Rho: |
0.02 |
Quote data
| Open: |
0.080 |
| High: |
0.090 |
| Low: |
0.080 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
-84.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.080 |
| 1M High / 1M Low: |
0.130 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.520 |
| Low (YTD): |
2024-03-14 |
0.061 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
