BNP Paribas Call 140 RL 16.01.2026
/ DE000PZ11XQ5
BNP Paribas Call 140 RL 16.01.202.../ DE000PZ11XQ5 /
| 2024-06-07 10:14:22 AM |
Chg.-0.18 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.39EUR |
-3.23% |
-
Bid Size: - |
-
Ask Size: - |
Ralph Lauren Corpora... |
140.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PZ11XQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ralph Lauren Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.05 |
| Intrinsic value: |
3.87 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
3.87 |
| Time value: |
1.58 |
| Break-even: |
184.11 |
| Moneyness: |
1.30 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.55% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
2.56 |
| Rho: |
1.37 |
Quote data
| Open: |
5.39 |
| High: |
5.39 |
| Low: |
5.39 |
| Previous Close: |
5.57 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.42% |
| 1 Month |
|
|
+23.91% |
| 3 Months |
|
|
+0.19% |
| YTD |
|
|
+80.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.86 |
5.35 |
| 1M High / 1M Low: |
5.86 |
4.25 |
| 6M High / 6M Low: |
6.31 |
2.40 |
| High (YTD): |
2024-03-22 |
6.31 |
| Low (YTD): |
2024-01-17 |
2.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.46% |
| Volatility 6M: |
|
95.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
