BNP Paribas Call 120 BX 19.12.2025
/ DE000PZ11R91
BNP Paribas Call 120 BX 19.12.202.../ DE000PZ11R91 /
27/09/2024 08:32:26 |
Chg.+0.01 |
Bid19:08:18 |
Ask19:08:18 |
Underlying |
Strike price |
Expiration date |
Option type |
3.79EUR |
+0.26% |
3.89 Bid Size: 14,400 |
3.94 Ask Size: 14,400 |
Blackstone Inc |
120.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
PZ11R9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Blackstone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
04/12/2023 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.75 |
Intrinsic value: |
2.99 |
Implied volatility: |
0.31 |
Historic volatility: |
0.27 |
Parity: |
2.99 |
Time value: |
0.91 |
Break-even: |
146.36 |
Moneyness: |
1.28 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.15 |
Spread %: |
4.00% |
Delta: |
0.84 |
Theta: |
-0.02 |
Omega: |
2.96 |
Rho: |
0.94 |
Quote data
Open: |
3.79 |
High: |
3.79 |
Low: |
3.79 |
Previous Close: |
3.78 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.03% |
1 Month |
|
|
+25.08% |
3 Months |
|
|
+77.93% |
YTD |
|
|
+28.47% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.26 |
3.78 |
1M High / 1M Low: |
4.26 |
2.74 |
6M High / 6M Low: |
4.26 |
1.72 |
High (YTD): |
20/09/2024 |
4.26 |
Low (YTD): |
30/05/2024 |
1.72 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.04 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.37 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.51 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.06% |
Volatility 6M: |
|
101.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |