BNP Paribas Call 130 BX 16.01.2026
/ DE000PZ11SH4
BNP Paribas Call 130 BX 16.01.202.../ DE000PZ11SH4 /
| 27/09/2024 08:32:28 |
Chg.+0.01 |
Bid17:07:45 |
Ask17:07:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.23EUR |
+0.31% |
3.36
Bid Size: 12,000 |
3.40
Ask Size: 12,000 |
Blackstone Inc |
130.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PZ11SH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
04/12/2023 |
| Last trading day: |
15/01/2026 |
| 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: |
3.23 |
| High: |
3.23 |
| Low: |
3.23 |
| Previous Close: |
3.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.23% |
| 1 Month |
|
|
+27.67% |
| 3 Months |
|
|
+85.63% |
| YTD |
|
|
+27.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.68 |
3.22 |
| 1M High / 1M Low: |
3.68 |
2.28 |
| 6M High / 6M Low: |
3.68 |
1.40 |
| High (YTD): |
20/09/2024 |
3.68 |
| Low (YTD): |
30/05/2024 |
1.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.87% |
| Volatility 6M: |
|
108.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
