BNP Paribas Call 45 NTR 17.01.2025
/ DE000PZ1A0U6
BNP Paribas Call 45 NTR 17.01.202.../ DE000PZ1A0U6 /
| 2024-06-03 10:20:54 AM |
Chg.+0.030 |
Bid10:29:59 AM |
Ask10:23:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.390EUR |
+2.21% |
1.400
Bid Size: 16,500 |
-
Ask Size: - |
Nutrien Ltd |
45.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ1A0U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nutrien Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
1.25 |
| Time value: |
0.17 |
| Break-even: |
55.66 |
| Moneyness: |
1.30 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.43% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
3.43 |
| Rho: |
0.22 |
Quote data
| Open: |
1.390 |
| High: |
1.390 |
| Low: |
1.390 |
| Previous Close: |
1.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.33% |
| 1 Month |
|
|
+34.95% |
| 3 Months |
|
|
+33.65% |
| YTD |
|
|
-2.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
1.290 |
| 1M High / 1M Low: |
1.540 |
1.030 |
| 6M High / 6M Low: |
1.540 |
0.840 |
| High (YTD): |
2024-05-22 |
1.540 |
| Low (YTD): |
2024-02-14 |
0.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.155 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.02% |
| Volatility 6M: |
|
91.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
