BNP Paribas Call 240 MAR 17.01.2025
/ DE000PZ11UN8
BNP Paribas Call 240 MAR 17.01.20.../ DE000PZ11UN8 /
04/10/2024 21:50:32 |
Chg.+0.320 |
Bid21:59:40 |
Ask21:59:40 |
Underlying |
Strike price |
Expiration date |
Option type |
2.230EUR |
+16.75% |
2.270 Bid Size: 4,900 |
2.290 Ask Size: 4,900 |
Marriott Internation... |
240.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
04/12/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.87 |
Intrinsic value: |
1.33 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
1.33 |
Time value: |
0.96 |
Break-even: |
241.58 |
Moneyness: |
1.06 |
Premium: |
0.04 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
0.88% |
Delta: |
0.70 |
Theta: |
-0.07 |
Omega: |
7.07 |
Rho: |
0.40 |
Quote data
Open: |
1.950 |
High: |
2.250 |
Low: |
1.930 |
Previous Close: |
1.910 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.21% |
1 Month |
|
|
+120.79% |
3 Months |
|
|
+9.85% |
YTD |
|
|
+3.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.230 |
1.760 |
1M High / 1M Low: |
2.230 |
0.880 |
6M High / 6M Low: |
3.910 |
0.640 |
High (YTD): |
11/04/2024 |
3.910 |
Low (YTD): |
14/08/2024 |
0.640 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.918 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.507 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.838 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
164.65% |
Volatility 6M: |
|
149.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |