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BNP Paribas Call 150 NXPI 17.01.2.../  DE000PZ1A1C2  /

Frankfurt Zert./BNP
01/08/2024  21:20:21 Chg.-1.590 Bid21:59:11 Ask21:59:11 Underlying Strike price Expiration date Option type
9.010EUR -15.00% 8.980
Bid Size: 3,300		 9.020
Ask Size: 3,300		 NXP Semiconductors N... 150.00 USD 17/01/2025 Call
 

Master data

WKN: PZ1A1C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 17/01/2025
Issue date: 13/11/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.22
Leverage: Yes

Calculated values

Fair value: 10.28
Intrinsic value: 10.04
Implied volatility: 0.70
Historic volatility: 0.30
Parity: 10.04
Time value: 0.73
Break-even: 246.28
Moneyness: 1.72
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 0.37%
Delta: 0.92
Theta: -0.06
Omega: 2.04
Rho: 0.52
 

Quote data

Open: 10.830
High: 10.840
Low: 9.010
Previous Close: 10.600
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.05%
1 Month
  -18.68%
3 Months
  -13.78%
YTD  
+12.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.600 9.590
1M High / 1M Low: 13.060 9.590
6M High / 6M Low: 13.060 6.720
High (YTD): 16/07/2024 13.060
Low (YTD): 17/01/2024 5.990
52W High: - -
52W Low: - -
Avg. price 1W:   9.990
Avg. volume 1W:   0.000
Avg. price 1M:   11.419
Avg. volume 1M:   0.000
Avg. price 6M:   10.167
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.66%
Volatility 6M:   70.28%
Volatility 1Y:   -
Volatility 3Y:   -