BNP Paribas Call 120 BX 20.09.2024
/ DE000PZ11RM6
BNP Paribas Call 120 BX 20.09.202.../ DE000PZ11RM6 /
8/16/2024 8:42:44 AM |
Chg.-0.07 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.56EUR |
-4.29% |
- Bid Size: - |
- Ask Size: - |
Blackstone Inc |
120.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
PZ11RM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Blackstone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
12/4/2023 |
Last trading day: |
9/19/2024 |
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): |
7/24/2024 |
2.25 |
Low (YTD): |
5/30/2024 |
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: |
|
- |