BNP Paribas Call 150 BX 16.01.2026
/ DE000PZ11SK8
BNP Paribas Call 150 BX 16.01.202.../ DE000PZ11SK8 /
| 27/09/2024 08:32:28 |
Chg.+0.01 |
Bid18:59:48 |
Ask18:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
+0.45% |
2.32
Bid Size: 10,200 |
2.36
Ask Size: 10,200 |
Blackstone Inc |
150.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PZ11SK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
04/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
0.31 |
| Time value: |
1.99 |
| Break-even: |
157.21 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.12 |
| Spread %: |
5.50% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
3.84 |
| Rho: |
0.85 |
Quote data
| Open: |
2.21 |
| High: |
2.21 |
| Low: |
2.21 |
| Previous Close: |
2.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.34% |
| 1 Month |
|
|
+34.76% |
| 3 Months |
|
|
+102.75% |
| YTD |
|
|
+23.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.58 |
2.20 |
| 1M High / 1M Low: |
2.58 |
1.46 |
| 6M High / 6M Low: |
2.58 |
0.86 |
| High (YTD): |
20/09/2024 |
2.58 |
| Low (YTD): |
30/05/2024 |
0.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.16% |
| Volatility 6M: |
|
127.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
