BNP Paribas Call 120 RL 20.12.2024
/ DE000PZ11W29
BNP Paribas Call 120 RL 20.12.202.../ DE000PZ11W29 /
| 6/10/2024 12:50:44 PM |
Chg.-0.020 |
Bid1:07:52 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.040EUR |
-0.33% |
6.050
Bid Size: 2,000 |
-
Ask Size: - |
Ralph Lauren Corpora... |
120.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PZ11W2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ralph Lauren Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
2.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.96 |
| Intrinsic value: |
5.73 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
5.73 |
| Time value: |
0.33 |
| Break-even: |
171.93 |
| 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: |
2.64 |
| Rho: |
0.53 |
Quote data
| Open: |
6.040 |
| High: |
6.040 |
| Low: |
6.020 |
| Previous Close: |
6.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.88% |
| 1 Month |
|
|
+24.02% |
| 3 Months |
|
|
+5.41% |
| YTD |
|
|
+82.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.350 |
5.920 |
| 1M High / 1M Low: |
6.440 |
4.540 |
| 6M High / 6M Low: |
6.920 |
2.610 |
| High (YTD): |
3/21/2024 |
6.920 |
| Low (YTD): |
1/17/2024 |
2.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.429 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.813 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.63% |
| Volatility 6M: |
|
106.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
