BNP Paribas Call 240 MAR 17.01.2025
/ DE000PZ11UN8
BNP Paribas Call 240 MAR 17.01.20.../ DE000PZ11UN8 /
| 7/26/2024 9:50:39 PM |
Chg.+0.080 |
Bid9:59:06 PM |
Ask9:59:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.740EUR |
+4.82% |
1.710
Bid Size: 4,900 |
1.730
Ask Size: 4,900 |
Marriott Internation... |
240.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PZ11UN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Marriott International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/4/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-0.31 |
| Time value: |
1.73 |
| Break-even: |
238.38 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
1.17% |
| Delta: |
0.54 |
| Theta: |
-0.06 |
| Omega: |
6.87 |
| Rho: |
0.48 |
Quote data
| Open: |
1.630 |
| High: |
1.760 |
| Low: |
1.620 |
| Previous Close: |
1.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.07% |
| 1 Month |
|
|
-20.18% |
| 3 Months |
|
|
-34.83% |
| YTD |
|
|
-19.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.030 |
1.660 |
| 1M High / 1M Low: |
2.810 |
1.660 |
| 6M High / 6M Low: |
3.910 |
1.560 |
| High (YTD): |
4/11/2024 |
3.910 |
| Low (YTD): |
6/3/2024 |
1.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.623 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.14% |
| Volatility 6M: |
|
105.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
