BNP Paribas Call 120 BX 20.06.2025
/ DE000PZ11R34
BNP Paribas Call 120 BX 20.06.202.../ DE000PZ11R34 /
18/10/2024 21:50:27 |
Chg.+0.240 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
5.190EUR |
+4.85% |
5.120 Bid Size: 6,700 |
5.170 Ask Size: 6,700 |
Blackstone Inc |
120.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
PZ11R3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Blackstone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
04/12/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.10 |
Intrinsic value: |
4.82 |
Implied volatility: |
0.33 |
Historic volatility: |
0.27 |
Parity: |
4.82 |
Time value: |
0.35 |
Break-even: |
162.12 |
Moneyness: |
1.44 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.05 |
Spread %: |
0.98% |
Delta: |
0.94 |
Theta: |
-0.02 |
Omega: |
2.89 |
Rho: |
0.65 |
Quote data
Open: |
4.950 |
High: |
5.390 |
Low: |
4.940 |
Previous Close: |
4.950 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+48.71% |
1 Month |
|
|
+33.76% |
3 Months |
|
|
+95.85% |
YTD |
|
|
+92.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.190 |
3.700 |
1M High / 1M Low: |
5.190 |
3.120 |
6M High / 6M Low: |
5.190 |
1.450 |
High (YTD): |
18/10/2024 |
5.190 |
Low (YTD): |
29/05/2024 |
1.450 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.328 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.668 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.390 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.95% |
Volatility 6M: |
|
105.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |