BNP Paribas Call 140 BX 17.01.2025
/ DE000PZ11R00
BNP Paribas Call 140 BX 17.01.202.../ DE000PZ11R00 /
| 9/27/2024 6:05:12 PM |
Chg.+0.110 |
Bid6:14:35 PM |
Ask6:14:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.830EUR |
+6.40% |
1.830
Bid Size: 19,000 |
1.870
Ask Size: 19,000 |
Blackstone Inc |
140.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PZ11R0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/4/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
1.21 |
| Time value: |
0.64 |
| Break-even: |
143.76 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.12 |
| Spread %: |
6.94% |
| Delta: |
0.73 |
| Theta: |
-0.05 |
| Omega: |
5.40 |
| Rho: |
0.25 |
Quote data
| Open: |
1.740 |
| High: |
1.880 |
| Low: |
1.730 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.68% |
| 1 Month |
|
|
+66.36% |
| 3 Months |
|
|
+215.52% |
| YTD |
|
|
+19.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.120 |
1.720 |
| 1M High / 1M Low: |
2.240 |
0.940 |
| 6M High / 6M Low: |
2.240 |
0.440 |
| High (YTD): |
9/19/2024 |
2.240 |
| Low (YTD): |
7/9/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.920 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.458 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.897 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.73% |
| Volatility 6M: |
|
176.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
