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: |
|
- |