BNP Paribas Call 120 RL 17.01.2025
/ DE000PZ11W86
BNP Paribas Call 120 RL 17.01.202.../ DE000PZ11W86 /
10/06/2024 21:50:32 |
Chg.+0.630 |
Bid21:59:41 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.730EUR |
+10.33% |
6.710 Bid Size: 2,000 |
- Ask Size: - |
Ralph Lauren Corpora... |
120.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PZ11W8 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Ralph Lauren Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
04/12/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.99 |
Intrinsic value: |
5.73 |
Implied volatility: |
0.38 |
Historic volatility: |
0.27 |
Parity: |
5.73 |
Time value: |
0.37 |
Break-even: |
172.33 |
Moneyness: |
1.51 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.33% |
Delta: |
0.95 |
Theta: |
-0.02 |
Omega: |
2.62 |
Rho: |
0.60 |
Quote data
Open: |
6.080 |
High: |
6.790 |
Low: |
6.050 |
Previous Close: |
6.100 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.32% |
1 Month |
|
|
+36.79% |
3 Months |
|
|
+16.44% |
YTD |
|
|
+99.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.390 |
5.960 |
1M High / 1M Low: |
6.470 |
4.600 |
6M High / 6M Low: |
6.960 |
2.670 |
High (YTD): |
21/03/2024 |
6.960 |
Low (YTD): |
17/01/2024 |
2.740 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.152 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.473 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.862 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.66% |
Volatility 6M: |
|
104.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |