BNP Paribas Call 110 BX 20.06.2025
/ DE000PZ11R26
BNP Paribas Call 110 BX 20.06.202.../ DE000PZ11R26 /
| 2024-09-27 8:32:26 AM |
Chg.0.00 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.22EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Blackstone Inc |
110.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PZ11R2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.20 |
| Intrinsic value: |
3.89 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
3.89 |
| Time value: |
0.45 |
| Break-even: |
141.82 |
| Moneyness: |
1.40 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.15 |
| Spread %: |
3.58% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
2.87 |
| Rho: |
0.59 |
Quote data
| Open: |
4.22 |
| High: |
4.22 |
| Low: |
4.22 |
| Previous Close: |
4.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.16% |
| 1 Month |
|
|
+25.97% |
| 3 Months |
|
|
+82.68% |
| YTD |
|
|
+29.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.75 |
4.22 |
| 1M High / 1M Low: |
4.75 |
3.02 |
| 6M High / 6M Low: |
4.75 |
1.83 |
| High (YTD): |
2024-09-20 |
4.75 |
| Low (YTD): |
2024-05-30 |
1.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.16% |
| Volatility 6M: |
|
105.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
