BNP Paribas Call 100 BX 19.12.2025
/ DE000PZ11R75
BNP Paribas Call 100 BX 19.12.202.../ DE000PZ11R75 /
2024-08-16 9:50:24 PM |
Chg.-0.220 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.740EUR |
-5.56% |
3.770 Bid Size: 8,800 |
3.820 Ask Size: 8,800 |
Blackstone Inc |
100.00 USD |
2025-12-19 |
Call |
Master data
WKN: |
PZ11R7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Blackstone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 USD |
Maturity: |
2025-12-19 |
Issue date: |
2023-12-04 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.77 |
Intrinsic value: |
3.11 |
Implied volatility: |
0.29 |
Historic volatility: |
0.27 |
Parity: |
3.11 |
Time value: |
0.71 |
Break-even: |
128.88 |
Moneyness: |
1.34 |
Premium: |
0.06 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.05 |
Spread %: |
1.33% |
Delta: |
0.88 |
Theta: |
-0.02 |
Omega: |
2.81 |
Rho: |
0.92 |
Quote data
Open: |
3.930 |
High: |
3.960 |
Low: |
3.720 |
Previous Close: |
3.960 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.60% |
1 Month |
|
|
-4.59% |
3 Months |
|
|
+12.31% |
YTD |
|
|
-6.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.960 |
3.430 |
1M High / 1M Low: |
4.580 |
3.420 |
6M High / 6M Low: |
4.580 |
2.740 |
High (YTD): |
2024-07-31 |
4.580 |
Low (YTD): |
2024-05-29 |
2.740 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.768 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.015 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.401 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
85.53% |
Volatility 6M: |
|
74.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |