BNP Paribas Call 140 BX 20.06.2025
/ DE000PZ11R59
BNP Paribas Call 140 BX 20.06.202.../ DE000PZ11R59 /
| 18/10/2024 21:50:36 |
Chg.+0.230 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.670EUR |
+6.69% |
3.600
Bid Size: 7,500 |
3.650
Ask Size: 7,500 |
Blackstone Inc |
140.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PZ11R5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
04/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
2.98 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
2.98 |
| Time value: |
0.67 |
| Break-even: |
165.32 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
1.39% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
3.65 |
| Rho: |
0.65 |
Quote data
| Open: |
3.440 |
| High: |
3.850 |
| Low: |
3.440 |
| Previous Close: |
3.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+67.58% |
| 1 Month |
|
|
+43.36% |
| 3 Months |
|
|
+129.38% |
| YTD |
|
|
+101.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.670 |
2.360 |
| 1M High / 1M Low: |
3.670 |
1.890 |
| 6M High / 6M Low: |
3.670 |
0.780 |
| High (YTD): |
18/10/2024 |
3.670 |
| Low (YTD): |
29/05/2024 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.362 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.426 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.58% |
| Volatility 6M: |
|
134.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
