BNP Paribas Call 110 RL 20.12.2024
/ DE000PZ11W11
BNP Paribas Call 110 RL 20.12.202.../ DE000PZ11W11 /
6/10/2024 12:50:32 PM |
Chg.-0.020 |
Bid1:13:14 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.900EUR |
-0.29% |
6.910 Bid Size: 2,000 |
- Ask Size: - |
Ralph Lauren Corpora... |
110.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PZ11W1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Ralph Lauren Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
12/4/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.86 |
Intrinsic value: |
6.66 |
Implied volatility: |
0.41 |
Historic volatility: |
0.27 |
Parity: |
6.66 |
Time value: |
0.26 |
Break-even: |
171.25 |
Moneyness: |
1.65 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
0.29% |
Delta: |
0.97 |
Theta: |
-0.02 |
Omega: |
2.36 |
Rho: |
0.50 |
Quote data
Open: |
6.900 |
High: |
6.900 |
Low: |
6.880 |
Previous Close: |
6.920 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.17% |
1 Month |
|
|
+21.69% |
3 Months |
|
|
+5.99% |
YTD |
|
|
+74.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.200 |
6.760 |
1M High / 1M Low: |
7.290 |
5.340 |
6M High / 6M Low: |
7.740 |
3.220 |
High (YTD): |
3/21/2024 |
7.740 |
Low (YTD): |
1/17/2024 |
3.300 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.966 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.252 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.564 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.28% |
Volatility 6M: |
|
93.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |