BNP Paribas Call 130 BX 16.01.2026
/ DE000PZ11SH4
BNP Paribas Call 130 BX 16.01.202.../ DE000PZ11SH4 /
| 2024-09-27 9:20:32 PM |
Chg.+0.190 |
Bid9:22:38 PM |
Ask9:22:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.380EUR |
+5.96% |
3.370
Bid Size: 12,000 |
3.410
Ask Size: 12,000 |
Blackstone Inc |
130.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PZ11SH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.16 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
2.10 |
| Time value: |
1.23 |
| Break-even: |
149.61 |
| Moneyness: |
1.18 |
| Premium: |
0.09 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.12 |
| Spread %: |
3.74% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
3.22 |
| Rho: |
0.96 |
Quote data
| Open: |
3.240 |
| High: |
3.380 |
| Low: |
3.230 |
| Previous Close: |
3.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.79% |
| 1 Month |
|
|
+36.29% |
| 3 Months |
|
|
+96.51% |
| YTD |
|
|
+34.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.550 |
3.190 |
| 1M High / 1M Low: |
3.700 |
2.290 |
| 6M High / 6M Low: |
3.700 |
1.460 |
| High (YTD): |
2024-09-19 |
3.700 |
| Low (YTD): |
2024-06-07 |
1.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.888 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.105 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.44% |
| Volatility 6M: |
|
96.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
