BNP Paribas Call 180 MAR 20.12.2024
/ DE000PZ11UE7
BNP Paribas Call 180 MAR 20.12.20.../ DE000PZ11UE7 /
| 12/11/2024 08:41:03 |
Chg.+0.39 |
Bid21:10:11 |
Ask21:10:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.97EUR |
+4.07% |
10.08
Bid Size: 5,800 |
-
Ask Size: - |
Marriott Internation... |
180.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PZ11UE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Marriott International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.99 |
| Intrinsic value: |
9.93 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.20 |
| Parity: |
9.93 |
| Time value: |
0.08 |
| Break-even: |
268.91 |
| Moneyness: |
1.59 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.04 |
| Omega: |
2.65 |
| Rho: |
0.17 |
Quote data
| Open: |
9.97 |
| High: |
9.97 |
| Low: |
9.97 |
| Previous Close: |
9.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.23% |
| 1 Month |
|
|
+32.58% |
| 3 Months |
|
|
+150.50% |
| YTD |
|
|
+86.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.58 |
7.11 |
| 1M High / 1M Low: |
9.58 |
7.11 |
| 6M High / 6M Low: |
9.58 |
3.43 |
| High (YTD): |
11/11/2024 |
9.58 |
| Low (YTD): |
05/08/2024 |
3.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.67% |
| Volatility 6M: |
|
80.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
