BNP Paribas Call 140 BX 20.06.2025
/ DE000PZ11R59
BNP Paribas Call 140 BX 20.06.202.../ DE000PZ11R59 /
2024-10-18 9:50:36 PM |
Chg.+0.230 |
Bid9:59:50 PM |
Ask9:59:50 PM |
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 |
2025-06-20 |
Call |
Master data
WKN: |
PZ11R5 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Blackstone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2023-12-04 |
Last trading day: |
2025-06-19 |
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): |
2024-10-18 |
3.670 |
Low (YTD): |
2024-05-29 |
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: |
|
- |