BNP Paribas Call 130 RL 20.12.2024
/ DE000PZ11W37
BNP Paribas Call 130 RL 20.12.202.../ DE000PZ11W37 /
| 2024-06-10 10:14:39 AM |
Chg.+0.02 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.21EUR |
+0.39% |
-
Bid Size: - |
-
Ask Size: - |
Ralph Lauren Corpora... |
130.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ11W3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ralph Lauren Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.07 |
| Intrinsic value: |
4.80 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
4.80 |
| Time value: |
0.43 |
| Break-even: |
172.91 |
| Moneyness: |
1.40 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.38% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
2.97 |
| Rho: |
0.54 |
Quote data
| Open: |
5.21 |
| High: |
5.21 |
| Low: |
5.21 |
| Previous Close: |
5.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.60% |
| 1 Month |
|
|
+22.30% |
| 3 Months |
|
|
-0.19% |
| YTD |
|
|
+90.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.70 |
5.15 |
| 1M High / 1M Low: |
5.70 |
3.84 |
| 6M High / 6M Low: |
6.17 |
2.07 |
| High (YTD): |
2024-03-22 |
6.17 |
| Low (YTD): |
2024-01-17 |
2.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.56% |
| Volatility 6M: |
|
115.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
