BNP Paribas Call 120 BX 20.06.2025
/ DE000PZ11R34
BNP Paribas Call 120 BX 20.06.202.../ DE000PZ11R34 /
2024-09-27 7:05:18 PM |
Chg.+0.180 |
Bid7:19:01 PM |
Ask7:19:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.630EUR |
+5.22% |
3.590 Bid Size: 16,600 |
3.640 Ask Size: 16,600 |
Blackstone Inc |
120.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
PZ11R3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Blackstone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 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: |
3.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.42 |
Intrinsic value: |
2.99 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
2.99 |
Time value: |
0.62 |
Break-even: |
143.46 |
Moneyness: |
1.28 |
Premium: |
0.04 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.15 |
Spread %: |
4.34% |
Delta: |
0.85 |
Theta: |
-0.03 |
Omega: |
3.25 |
Rho: |
0.59 |
Quote data
Open: |
3.500 |
High: |
3.660 |
Low: |
3.480 |
Previous Close: |
3.450 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.44% |
1 Month |
|
|
+36.47% |
3 Months |
|
|
+107.43% |
YTD |
|
|
+34.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.880 |
3.450 |
1M High / 1M Low: |
4.020 |
2.400 |
6M High / 6M Low: |
4.020 |
1.450 |
High (YTD): |
2024-09-19 |
4.020 |
Low (YTD): |
2024-05-29 |
1.450 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.674 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.097 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.197 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.46% |
Volatility 6M: |
|
105.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |