BNP Paribas Call 220 MAR 17.01.2025
/ DE000PZ11UM0
BNP Paribas Call 220 MAR 17.01.20.../ DE000PZ11UM0 /
| 11/25/2024 9:50:24 PM |
Chg.+0.320 |
Bid9:59:49 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.700EUR |
+5.02% |
-
Bid Size: - |
-
Ask Size: - |
Marriott Internation... |
220.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
PZ11UM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Marriott International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
12/4/2023 |
| Last trading day: |
11/26/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.27 |
| Intrinsic value: |
5.23 |
| Implied volatility: |
1.30 |
| Historic volatility: |
0.20 |
| Parity: |
5.23 |
| Time value: |
1.47 |
| Break-even: |
287.00 |
| Moneyness: |
1.24 |
| Premium: |
0.05 |
| Premium p.a.: |
1.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.30% |
| Delta: |
0.78 |
| Theta: |
-0.53 |
| Omega: |
3.19 |
| Rho: |
0.11 |
Quote data
| Open: |
6.490 |
| High: |
6.840 |
| Low: |
6.490 |
| Previous Close: |
6.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.02% |
| 3 Months |
|
|
+129.45% |
| YTD |
|
|
+118.95% |
| 1 Year |
|
|
+124.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.700 |
6.380 |
| 6M High / 6M Low: |
6.700 |
1.370 |
| High (YTD): |
11/25/2024 |
6.700 |
| Low (YTD): |
8/12/2024 |
1.370 |
| 52W High: |
11/25/2024 |
6.700 |
| 52W Low: |
8/12/2024 |
1.370 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.333 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.577 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
135.68% |
| Volatility 1Y: |
|
108.13% |
| Volatility 3Y: |
|
- |
