BNP Paribas Call 140 BX 17.01.2025
/ DE000PZ11R00
BNP Paribas Call 140 BX 17.01.202.../ DE000PZ11R00 /
| 18/10/2024 21:50:27 |
Chg.+0.240 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.250EUR |
+7.97% |
3.180
Bid Size: 6,800 |
3.220
Ask Size: 6,800 |
Blackstone Inc |
140.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PZ11R0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
04/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.12 |
| Intrinsic value: |
2.98 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
2.98 |
| Time value: |
0.24 |
| Break-even: |
161.02 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
1.26% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
4.44 |
| Rho: |
0.27 |
Quote data
| Open: |
3.010 |
| High: |
3.460 |
| Low: |
3.010 |
| Previous Close: |
3.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+90.06% |
| 1 Month |
|
|
+53.30% |
| 3 Months |
|
|
+187.61% |
| YTD |
|
|
+112.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.250 |
1.870 |
| 1M High / 1M Low: |
3.250 |
1.380 |
| 6M High / 6M Low: |
3.250 |
0.440 |
| High (YTD): |
18/10/2024 |
3.250 |
| Low (YTD): |
09/07/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.883 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.011 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.93% |
| Volatility 6M: |
|
179.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
