BNP Paribas Call 240 MAR 17.01.2025
/ DE000PZ11UN8
BNP Paribas Call 240 MAR 17.01.20.../ DE000PZ11UN8 /
8/30/2024 9:50:45 PM |
Chg.+0.130 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.270EUR |
+11.40% |
1.270 Bid Size: 4,700 |
1.290 Ask Size: 4,700 |
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: |
16.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
-0.48 |
Time value: |
1.28 |
Break-even: |
230.05 |
Moneyness: |
0.98 |
Premium: |
0.08 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.02 |
Spread %: |
1.59% |
Delta: |
0.51 |
Theta: |
-0.06 |
Omega: |
8.48 |
Rho: |
0.36 |
Quote data
Open: |
1.140 |
High: |
1.270 |
Low: |
1.110 |
Previous Close: |
1.140 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+42.70% |
1 Month |
|
|
+54.88% |
3 Months |
|
|
-27.01% |
YTD |
|
|
-41.20% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.270 |
0.840 |
1M High / 1M Low: |
1.270 |
0.640 |
6M High / 6M Low: |
3.910 |
0.640 |
High (YTD): |
4/11/2024 |
3.910 |
Low (YTD): |
8/14/2024 |
0.640 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.833 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.192 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
165.53% |
Volatility 6M: |
|
133.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |