BNP Paribas Call 130 BX 20.09.2024
/ DE000PZ11RP9
BNP Paribas Call 130 BX 20.09.202.../ DE000PZ11RP9 /
| 8/16/2024 9:50:31 PM |
Chg.-0.180 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-21.43% |
0.690
Bid Size: 5,400 |
0.730
Ask Size: 5,400 |
Blackstone Inc |
130.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PZ11RP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
16.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
0.39 |
| Time value: |
0.34 |
| Break-even: |
125.18 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.04 |
| Spread %: |
5.80% |
| Delta: |
0.66 |
| Theta: |
-0.07 |
| Omega: |
10.94 |
| Rho: |
0.07 |
Quote data
| Open: |
0.810 |
| High: |
0.850 |
| Low: |
0.630 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.45% |
| 1 Month |
|
|
-25.84% |
| 3 Months |
|
|
-2.94% |
| YTD |
|
|
-59.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.500 |
| 1M High / 1M Low: |
1.450 |
0.500 |
| 6M High / 6M Low: |
1.450 |
0.290 |
| High (YTD): |
7/23/2024 |
1.450 |
| Low (YTD): |
7/9/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.964 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.755 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.42% |
| Volatility 6M: |
|
238.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
