BNP Paribas Call 65 BSN 20.12.2024
/ DE000PZ091A2
BNP Paribas Call 65 BSN 20.12.202.../ DE000PZ091A2 /
| 2024-05-23 9:36:26 AM |
Chg.-0.010 |
Bid5:37:05 PM |
Ask5:37:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-6.25% |
0.130
Bid Size: 20,000 |
0.170
Ask Size: 20,000 |
DANONE S.A. EO -,25 |
65.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PZ091A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.13 |
| Parity: |
-0.52 |
| Time value: |
0.20 |
| Break-even: |
67.00 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
25.00% |
| Delta: |
0.36 |
| Theta: |
-0.01 |
| Omega: |
10.83 |
| Rho: |
0.11 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
+15.38% |
| 3 Months |
|
|
-28.57% |
| YTD |
|
|
-11.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.160 |
| 1M High / 1M Low: |
0.170 |
0.090 |
| 6M High / 6M Low: |
0.300 |
0.079 |
| High (YTD): |
2024-02-22 |
0.300 |
| Low (YTD): |
2024-04-11 |
0.079 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.180 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.27% |
| Volatility 6M: |
|
134.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
