BNP Paribas Call 150 BX 16.01.2026
/ DE000PZ11SK8
BNP Paribas Call 150 BX 16.01.202.../ DE000PZ11SK8 /
10/18/2024 9:50:35 PM |
Chg.+0.210 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.520EUR |
+6.34% |
3.460 Bid Size: 5,200 |
3.500 Ask Size: 5,200 |
Blackstone Inc |
150.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PZ11SK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Blackstone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/4/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.34 |
Intrinsic value: |
2.06 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
2.06 |
Time value: |
1.44 |
Break-even: |
173.02 |
Moneyness: |
1.15 |
Premium: |
0.09 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.04 |
Spread %: |
1.16% |
Delta: |
0.76 |
Theta: |
-0.03 |
Omega: |
3.43 |
Rho: |
1.06 |
Quote data
Open: |
3.300 |
High: |
3.670 |
Low: |
3.300 |
Previous Close: |
3.310 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+61.47% |
1 Month |
|
|
+42.51% |
3 Months |
|
|
+104.65% |
YTD |
|
|
+97.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.520 |
2.330 |
1M High / 1M Low: |
3.520 |
1.910 |
6M High / 6M Low: |
3.520 |
0.900 |
High (YTD): |
10/18/2024 |
3.520 |
Low (YTD): |
6/7/2024 |
0.900 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.814 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.331 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.493 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.25% |
Volatility 6M: |
|
115.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |