BNP Paribas Call 250 MAR 19.12.2025
/ DE000PZ11UU3
BNP Paribas Call 250 MAR 19.12.20.../ DE000PZ11UU3 /
| 11/8/2024 1:54:22 PM |
Chg.+0.10 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.98EUR |
+2.05% |
-
Bid Size: - |
-
Ask Size: - |
Marriott Internation... |
250.00 USD |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
12/4/2023 |
| Last trading day: |
12/18/2025 |
| 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: |
4.98 |
| High: |
4.98 |
| Low: |
4.98 |
| Previous Close: |
4.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.37% |
| 1 Month |
|
|
+38.72% |
| 3 Months |
|
|
+191.23% |
| YTD |
|
|
+70.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.98 |
3.52 |
| 1M High / 1M Low: |
4.98 |
3.52 |
| 6M High / 6M Low: |
4.98 |
1.51 |
| High (YTD): |
11/8/2024 |
4.98 |
| Low (YTD): |
8/5/2024 |
1.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.15% |
| Volatility 6M: |
|
102.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
