BNP Paribas Call 100 BX 16.01.2026
/ DE000PZ11SE1
BNP Paribas Call 100 BX 16.01.202.../ DE000PZ11SE1 /
10/18/2024 9:50:27 PM |
Chg.+0.220 |
Bid9:59:39 PM |
Ask10/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
7.010EUR |
+3.24% |
6.930 Bid Size: 6,600 |
- Ask Size: - |
Blackstone Inc |
100.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PZ11SE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Blackstone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/4/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.05 |
Intrinsic value: |
6.66 |
Implied volatility: |
0.28 |
Historic volatility: |
0.27 |
Parity: |
6.66 |
Time value: |
0.40 |
Break-even: |
162.61 |
Moneyness: |
1.72 |
Premium: |
0.03 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.13 |
Spread %: |
1.88% |
Delta: |
0.98 |
Theta: |
-0.01 |
Omega: |
2.20 |
Rho: |
1.05 |
Quote data
Open: |
6.780 |
High: |
7.210 |
Low: |
6.770 |
Previous Close: |
6.790 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+33.27% |
1 Month |
|
|
+25.63% |
3 Months |
|
|
+63.79% |
YTD |
|
|
+74.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.010 |
5.480 |
1M High / 1M Low: |
7.010 |
4.860 |
6M High / 6M Low: |
7.010 |
2.760 |
High (YTD): |
10/18/2024 |
7.010 |
Low (YTD): |
5/29/2024 |
2.760 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.132 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.412 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.917 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
74.35% |
Volatility 6M: |
|
72.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |