BNP Paribas Call 120 BX 19.12.2025
/ DE000PZ11R91
BNP Paribas Call 120 BX 19.12.202.../ DE000PZ11R91 /
| 9/27/2024 8:32:26 AM |
Chg.+0.01 |
Bid7:08:18 PM |
Ask7:08:18 PM |
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 |
12/19/2025 |
Call |
Master data
| WKN: |
PZ11R9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
12/4/2023 |
| Last trading day: |
12/18/2025 |
| 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): |
9/20/2024 |
4.26 |
| Low (YTD): |
5/30/2024 |
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: |
|
- |
