BNP Paribas Call 140 BX 16.01.2026
/ DE000PZ11SJ0
BNP Paribas Call 140 BX 16.01.202.../ DE000PZ11SJ0 /
| 9/27/2024 7:50:27 PM |
Chg.+0.150 |
Bid8:08:26 PM |
Ask8:08:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.800EUR |
+5.66% |
2.810
Bid Size: 10,800 |
2.850
Ask Size: 10,800 |
Blackstone Inc |
140.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PZ11SJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.60 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
1.21 |
| Time value: |
1.57 |
| Break-even: |
153.06 |
| Moneyness: |
1.10 |
| Premium: |
0.11 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.12 |
| Spread %: |
4.51% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
3.53 |
| Rho: |
0.92 |
Quote data
| Open: |
2.690 |
| High: |
2.820 |
| Low: |
2.680 |
| Previous Close: |
2.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.04% |
| 1 Month |
|
|
+39.30% |
| 3 Months |
|
|
+104.38% |
| YTD |
|
|
+32.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.980 |
2.650 |
| 1M High / 1M Low: |
3.120 |
1.870 |
| 6M High / 6M Low: |
3.120 |
1.150 |
| High (YTD): |
9/19/2024 |
3.120 |
| Low (YTD): |
6/7/2024 |
1.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.386 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.710 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.40% |
| Volatility 6M: |
|
104.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
