BNP Paribas Call 240 MAR 16.01.2026
/ DE000PZ11UZ2
BNP Paribas Call 240 MAR 16.01.20.../ DE000PZ11UZ2 /
| 2024-11-12 8:41:05 AM |
Chg.+0.38 |
Bid9:04:54 PM |
Ask9:04:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.47EUR |
+6.24% |
6.60
Bid Size: 7,200 |
6.65
Ask Size: 7,200 |
Marriott Internation... |
240.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PZ11UZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Marriott International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.56 |
| Intrinsic value: |
4.31 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
4.31 |
| Time value: |
2.25 |
| Break-even: |
290.68 |
| Moneyness: |
1.19 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
0.77% |
| Delta: |
0.78 |
| Theta: |
-0.05 |
| Omega: |
3.19 |
| Rho: |
1.69 |
Quote data
| Open: |
6.47 |
| High: |
6.47 |
| Low: |
6.47 |
| Previous Close: |
6.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.42% |
| 1 Month |
|
|
+42.51% |
| 3 Months |
|
|
+196.79% |
| YTD |
|
|
+90.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.09 |
4.19 |
| 1M High / 1M Low: |
6.09 |
4.19 |
| 6M High / 6M Low: |
6.09 |
1.90 |
| High (YTD): |
2024-11-11 |
6.09 |
| Low (YTD): |
2024-08-05 |
1.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.17% |
| Volatility 6M: |
|
93.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
