BNP Paribas Call 130 BX 16.01.2026
/ DE000PZ11SH4
BNP Paribas Call 130 BX 16.01.202.../ DE000PZ11SH4 /
| 10/18/2024 9:50:27 PM |
Chg.+0.230 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.790EUR |
+5.04% |
4.720
Bid Size: 6,800 |
4.770
Ask Size: 6,800 |
Blackstone Inc |
130.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PZ11SH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/4/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.66 |
| Intrinsic value: |
3.90 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
3.90 |
| Time value: |
0.87 |
| Break-even: |
167.32 |
| Moneyness: |
1.33 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
1.06% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
2.89 |
| Rho: |
1.12 |
Quote data
| Open: |
4.550 |
| High: |
4.950 |
| Low: |
4.550 |
| Previous Close: |
4.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.30% |
| 1 Month |
|
|
+34.93% |
| 3 Months |
|
|
+87.11% |
| YTD |
|
|
+90.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.790 |
3.430 |
| 1M High / 1M Low: |
4.790 |
2.900 |
| 6M High / 6M Low: |
4.790 |
1.460 |
| High (YTD): |
10/18/2024 |
4.790 |
| Low (YTD): |
6/7/2024 |
1.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.994 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.397 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.272 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.31% |
| Volatility 6M: |
|
97.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
