BNP Paribas Call 70 AIG 21.06.2024
/ DE000PZ163X1
BNP Paribas Call 70 AIG 21.06.202.../ DE000PZ163X1 /
| 2024-05-30 8:50:32 PM |
Chg.+0.080 |
Bid2024-05-30 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+10.96% |
0.810
Bid Size: 34,000 |
-
Ask Size: - |
American Internation... |
70.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ163X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American International Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
0.70 |
| Time value: |
0.03 |
| Break-even: |
72.11 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
9.21 |
| Rho: |
0.04 |
Quote data
| Open: |
0.670 |
| High: |
0.820 |
| Low: |
0.650 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.96% |
| 1 Month |
|
|
+19.12% |
| 3 Months |
|
|
+44.64% |
| YTD |
|
|
+125.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.710 |
| 1M High / 1M Low: |
1.020 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-07 |
1.020 |
| Low (YTD): |
2024-01-17 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.860 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
