BNP Paribas Call 250 MAR 19.12.2025
/ DE000PZ11UU3
BNP Paribas Call 250 MAR 19.12.20.../ DE000PZ11UU3 /
| 08/11/2024 21:50:26 |
Chg.+0.200 |
Bid21:59:43 |
Ask21:59:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.170EUR |
+4.02% |
5.210
Bid Size: 3,400 |
5.230
Ask Size: 3,400 |
Marriott Internation... |
250.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PZ11UU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Marriott International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
04/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.35 |
| Intrinsic value: |
2.87 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
2.87 |
| Time value: |
2.36 |
| Break-even: |
285.56 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.38% |
| Delta: |
0.74 |
| Theta: |
-0.05 |
| Omega: |
3.69 |
| Rho: |
1.56 |
Quote data
| Open: |
4.970 |
| High: |
5.340 |
| Low: |
4.950 |
| Previous Close: |
4.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.94% |
| 1 Month |
|
|
+30.23% |
| 3 Months |
|
|
+198.84% |
| YTD |
|
|
+77.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.170 |
3.460 |
| 1M High / 1M Low: |
5.170 |
3.460 |
| 6M High / 6M Low: |
5.170 |
1.590 |
| High (YTD): |
08/11/2024 |
5.170 |
| Low (YTD): |
12/08/2024 |
1.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.990 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.65% |
| Volatility 6M: |
|
103.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
