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

Frankfurt Zert./BNP
11/14/2024  12:20:54 PM Chg.+0.400 Bid1:03:08 PM Ask1:03:08 PM Underlying Strike price Expiration date Option type
7.380EUR +5.73% 7.210
Bid Size: 4,100		 7.530
Ask Size: 4,100		 NXP Semiconductors N... 150.00 USD 1/17/2025 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: 1/17/2025
Issue date: 11/13/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.98
Leverage: Yes

Calculated values

Fair value: 6.88
Intrinsic value: 6.80
Implied volatility: 0.66
Historic volatility: 0.35
Parity: 6.80
Time value: 0.24
Break-even: 212.37
Moneyness: 1.48
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 0.57%
Delta: 0.94
Theta: -0.06
Omega: 2.81
Rho: 0.22
 

Quote data

Open: 7.130
High: 7.380
Low: 7.130
Previous Close: 6.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.87%
1 Month
  -15.17%
3 Months
  -15.95%
YTD
  -7.75%
1 Year  
+34.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.010 6.980
1M High / 1M Low: 9.890 6.790
6M High / 6M Low: 13.060 6.790
High (YTD): 7/16/2024 13.060
Low (YTD): 1/17/2024 5.990
52W High: 7/16/2024 13.060
52W Low: 11/14/2023 5.500
Avg. price 1W:   7.398
Avg. volume 1W:   0.000
Avg. price 1M:   8.026
Avg. volume 1M:   200
Avg. price 6M:   9.694
Avg. volume 6M:   106.242
Avg. price 1Y:   8.906
Avg. volume 1Y:   54.781
Volatility 1M:   116.36%
Volatility 6M:   83.58%
Volatility 1Y:   78.39%
Volatility 3Y:   -