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BNP Paribas Call 280 MAR 19.12.20.../  DE000PZ11UV1  /

Frankfurt Zert./BNP
30/08/2024  21:50:34 Chg.+0.090 Bid21:58:00 Ask21:58:00 Underlying Strike price Expiration date Option type
1.370EUR +7.03% 1.380
Bid Size: 3,300		 1.400
Ask Size: 3,300		 Marriott Internation... 280.00 USD 19/12/2025 Call
 

Master data

WKN: PZ11UV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Marriott International Inc
Type: Warrant
Option type: Call
Strike price: 280.00 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: 15.17
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -4.10
Time value: 1.40
Break-even: 267.46
Moneyness: 0.84
Premium: 0.26
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 1.45%
Delta: 0.38
Theta: -0.03
Omega: 5.78
Rho: 0.87
 

Quote data

Open: 1.280
High: 1.370
Low: 1.250
Previous Close: 1.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+29.25%
1 Month  
+31.73%
3 Months
  -24.73%
YTD
  -30.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.370 1.040
1M High / 1M Low: 1.370 0.860
6M High / 6M Low: 3.540 0.860
High (YTD): 11/04/2024 3.540
Low (YTD): 14/08/2024 0.860
52W High: - -
52W Low: - -
Avg. price 1W:   1.192
Avg. volume 1W:   0.000
Avg. price 1M:   1.015
Avg. volume 1M:   0.000
Avg. price 6M:   2.146
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.81%
Volatility 6M:   100.85%
Volatility 1Y:   -
Volatility 3Y:   -