BNP Paribas Call 150 BX 19.12.2025
/ DE000PZ11SC5
BNP Paribas Call 150 BX 19.12.202.../ DE000PZ11SC5 /
10/18/2024 9:50:27 PM |
Chg.+0.190 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.420EUR |
+5.88% |
3.350 Bid Size: 5,300 |
3.390 Ask Size: 5,300 |
Blackstone Inc |
150.00 USD |
12/19/2025 |
Call |
Master data
WKN: |
PZ11SC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Blackstone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
12/19/2025 |
Issue date: |
12/4/2023 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.27 |
Intrinsic value: |
2.06 |
Implied volatility: |
0.29 |
Historic volatility: |
0.27 |
Parity: |
2.06 |
Time value: |
1.33 |
Break-even: |
171.92 |
Moneyness: |
1.15 |
Premium: |
0.08 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.04 |
Spread %: |
1.19% |
Delta: |
0.76 |
Theta: |
-0.03 |
Omega: |
3.57 |
Rho: |
1.02 |
Quote data
Open: |
3.230 |
High: |
3.560 |
Low: |
3.220 |
Previous Close: |
3.230 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+63.64% |
1 Month |
|
|
+41.32% |
3 Months |
|
|
+106.02% |
YTD |
|
|
+95.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.420 |
2.260 |
1M High / 1M Low: |
3.420 |
1.840 |
6M High / 6M Low: |
3.420 |
0.870 |
High (YTD): |
10/18/2024 |
3.420 |
Low (YTD): |
6/7/2024 |
0.870 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.736 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.260 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.441 |
Avg. volume 6M: |
|
2.558 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.45% |
Volatility 6M: |
|
120.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |