BNP Paribas Call 55 NTR 20.12.2024
/ DE000PZ1A0P6
BNP Paribas Call 55 NTR 20.12.202.../ DE000PZ1A0P6 /
| 2024-06-03 10:20:54 AM |
Chg.+0.020 |
Bid11:13:07 AM |
Ask11:13:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+2.90% |
0.710
Bid Size: 20,200 |
0.720
Ask Size: 20,200 |
Nutrien Ltd |
55.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ1A0P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nutrien Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
0.33 |
| Time value: |
0.40 |
| Break-even: |
57.98 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
5.06 |
| Rho: |
0.16 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.25% |
| 1 Month |
|
|
+47.92% |
| 3 Months |
|
|
+33.96% |
| YTD |
|
|
-18.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.630 |
| 1M High / 1M Low: |
0.840 |
0.480 |
| 6M High / 6M Low: |
0.910 |
0.410 |
| High (YTD): |
2024-01-02 |
0.910 |
| Low (YTD): |
2024-02-14 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.693 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.613 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.01% |
| Volatility 6M: |
|
130.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
