BNP Paribas Call 100 BX 16.01.2026
/ DE000PZ11SE1
BNP Paribas Call 100 BX 16.01.202.../ DE000PZ11SE1 /
| 27/09/2024 18:50:25 |
Chg.+0.180 |
Bid18:52:18 |
Ask18:52:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.320EUR |
+3.50% |
5.330
Bid Size: 15,600 |
5.380
Ask Size: 15,600 |
Blackstone Inc |
100.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PZ11SE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
04/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.26 |
| Intrinsic value: |
4.78 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
4.78 |
| Time value: |
0.53 |
| Break-even: |
142.57 |
| Moneyness: |
1.53 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.15 |
| Spread %: |
2.91% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
2.43 |
| Rho: |
0.99 |
Quote data
| Open: |
5.200 |
| High: |
5.350 |
| Low: |
5.190 |
| Previous Close: |
5.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.66% |
| 1 Month |
|
|
+24.88% |
| 3 Months |
|
|
+66.77% |
| YTD |
|
|
+32.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.580 |
5.140 |
| 1M High / 1M Low: |
5.730 |
3.990 |
| 6M High / 6M Low: |
5.730 |
2.760 |
| High (YTD): |
19/09/2024 |
5.730 |
| Low (YTD): |
29/05/2024 |
2.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.678 |
| Avg. volume 6M: |
|
21.240 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.18% |
| Volatility 6M: |
|
72.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
