BNP Paribas Call 120 BX 20.06.2025
/ DE000PZ11R34
BNP Paribas Call 120 BX 20.06.202.../ DE000PZ11R34 /
| 2024-10-18 9:51:06 AM |
Chg.+0.93 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.96EUR |
+23.08% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.07 |
| 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: |
4.96 |
| High: |
4.96 |
| Low: |
4.96 |
| Previous Close: |
4.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.96% |
| 1 Month |
|
|
+24.00% |
| 3 Months |
|
|
+100.81% |
| YTD |
|
|
+83.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.96 |
3.48 |
| 1M High / 1M Low: |
4.96 |
3.16 |
| 6M High / 6M Low: |
4.96 |
1.38 |
| High (YTD): |
2024-10-18 |
4.96 |
| Low (YTD): |
2024-05-30 |
1.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.36 |
| Avg. volume 6M: |
|
2.71 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.04% |
| Volatility 6M: |
|
116.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
