BNP Paribas Call 120 BX 20.09.2024
/ DE000PZ11RM6
BNP Paribas Call 120 BX 20.09.202.../ DE000PZ11RM6 /
| 16/08/2024 08:42:44 |
Chg.-0.07 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.56EUR |
-4.29% |
-
Bid Size: - |
-
Ask Size: - |
Blackstone Inc |
120.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PZ11RM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
04/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
1.29 |
| Time value: |
0.17 |
| Break-even: |
123.42 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
2.82% |
| Delta: |
0.84 |
| Theta: |
-0.06 |
| Omega: |
7.04 |
| Rho: |
0.08 |
Quote data
| Open: |
1.56 |
| High: |
1.56 |
| Low: |
1.56 |
| Previous Close: |
1.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.87% |
| 1 Month |
|
|
-6.59% |
| 3 Months |
|
|
+18.18% |
| YTD |
|
|
-27.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.63 |
1.11 |
| 1M High / 1M Low: |
2.25 |
1.09 |
| 6M High / 6M Low: |
2.25 |
0.62 |
| High (YTD): |
24/07/2024 |
2.25 |
| Low (YTD): |
30/05/2024 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.24% |
| Volatility 6M: |
|
205.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
