BNP Paribas Call 120 RL 19.12.2025
/ DE000PZ11XE1
BNP Paribas Call 120 RL 19.12.202.../ DE000PZ11XE1 /
| 6/10/2024 10:14:38 AM |
Chg.+0.05 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.71EUR |
+0.75% |
-
Bid Size: - |
-
Ask Size: - |
Ralph Lauren Corpora... |
120.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PZ11XE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ralph Lauren Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
2.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.49 |
| Intrinsic value: |
5.73 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
5.73 |
| Time value: |
1.00 |
| Break-even: |
178.63 |
| Moneyness: |
1.51 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
0.45% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
2.27 |
| Rho: |
1.30 |
Quote data
| Open: |
6.71 |
| High: |
6.71 |
| Low: |
6.71 |
| Previous Close: |
6.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.28% |
| 1 Month |
|
|
+16.49% |
| 3 Months |
|
|
+1.98% |
| YTD |
|
|
+70.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.16 |
6.62 |
| 1M High / 1M Low: |
7.16 |
5.38 |
| 6M High / 6M Low: |
7.58 |
3.25 |
| High (YTD): |
3/22/2024 |
7.58 |
| Low (YTD): |
1/17/2024 |
3.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.11% |
| Volatility 6M: |
|
81.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
