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BNP Paribas Call 80 AIG 20.12.202.../  DE000PZ16313  /

Frankfurt Zert./BNP
2024-06-06  9:50:31 PM Chg.-0.010 Bid8:05:06 AM Ask8:05:06 AM Underlying Strike price Expiration date Option type
0.380EUR -2.56% 0.390
Bid Size: 7,693		 0.410
Ask Size: 7,318		 American Internation... 80.00 USD 2024-12-20 Call
 

Master data

WKN: PZ1631
Issuer: BNP PARIBAS
Currency: EUR
Underlying: American International Group Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2024-12-20
Issue date: 2023-12-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.02
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.16
Parity: -0.38
Time value: 0.41
Break-even: 77.67
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.47
Theta: -0.02
Omega: 7.92
Rho: 0.15
 

Quote data

Open: 0.390
High: 0.410
Low: 0.380
Previous Close: 0.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.49%
1 Month
  -45.71%
3 Months
  -25.49%
YTD  
+31.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.380
1M High / 1M Low: 0.700 0.380
6M High / 6M Low: 0.700 0.230
High (YTD): 2024-05-07 0.700
Low (YTD): 2024-01-18 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.554
Avg. volume 1M:   0.000
Avg. price 6M:   0.428
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.77%
Volatility 6M:   127.66%
Volatility 1Y:   -
Volatility 3Y:   -