BNP Paribas Call 140 RL 16.01.2026
/ DE000PZ11XQ5
BNP Paribas Call 140 RL 16.01.202.../ DE000PZ11XQ5 /
2024-06-11 10:22:32 AM |
Chg.+0.53 |
Bid5:26:10 PM |
Ask5:26:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.95EUR |
+9.78% |
5.72 Bid Size: 3,600 |
5.75 Ask Size: 3,600 |
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: |
2.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.61 |
Intrinsic value: |
4.49 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
4.49 |
Time value: |
1.52 |
Break-even: |
190.17 |
Moneyness: |
1.35 |
Premium: |
0.09 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
0.50% |
Delta: |
0.85 |
Theta: |
-0.02 |
Omega: |
2.46 |
Rho: |
1.41 |
Quote data
Open: |
5.95 |
High: |
5.95 |
Low: |
5.95 |
Previous Close: |
5.42 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.87% |
1 Month |
|
|
+29.63% |
3 Months |
|
|
+16.44% |
YTD |
|
|
+99.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.62 |
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: |
|
5.47 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.94 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.35 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.93% |
Volatility 6M: |
|
94.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |