BNP Paribas Call 140 BX 16.01.2026
/ DE000PZ11SJ0
BNP Paribas Call 140 BX 16.01.202.../ DE000PZ11SJ0 /
2024-10-18 9:51:05 AM |
Chg.+0.79 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.91EUR |
+25.32% |
- Bid Size: - |
- Ask Size: - |
Blackstone Inc |
140.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PZ11SJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Blackstone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 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: |
3.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.97 |
Intrinsic value: |
2.98 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
2.98 |
Time value: |
1.14 |
Break-even: |
170.02 |
Moneyness: |
1.23 |
Premium: |
0.07 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.05 |
Spread %: |
1.23% |
Delta: |
0.82 |
Theta: |
-0.02 |
Omega: |
3.14 |
Rho: |
1.10 |
Quote data
Open: |
3.91 |
High: |
3.91 |
Low: |
3.91 |
Previous Close: |
3.12 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+62.92% |
1 Month |
|
|
+26.13% |
3 Months |
|
|
+99.49% |
YTD |
|
|
+83.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.91 |
2.66 |
1M High / 1M Low: |
3.91 |
2.40 |
6M High / 6M Low: |
3.91 |
1.10 |
High (YTD): |
2024-10-18 |
3.91 |
Low (YTD): |
2024-05-30 |
1.10 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.08 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.78 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.83 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.60% |
Volatility 6M: |
|
118.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |