BNP Paribas Call 140 RL 20.12.2024
/ DE000PZ11W45
BNP Paribas Call 140 RL 20.12.202.../ DE000PZ11W45 /
31/05/2024 21:50:25 |
Chg.+0.020 |
Bid21:59:41 |
Ask21:59:41 |
Underlying |
Strike price |
Expiration date |
Option type |
4.810EUR |
+0.42% |
4.860 Bid Size: 2,100 |
4.880 Ask Size: 2,100 |
Ralph Lauren Corpora... |
140.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PZ11W4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Ralph Lauren Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
04/12/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.67 |
Intrinsic value: |
4.32 |
Implied volatility: |
0.39 |
Historic volatility: |
0.27 |
Parity: |
4.32 |
Time value: |
0.57 |
Break-even: |
177.95 |
Moneyness: |
1.33 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.41% |
Delta: |
0.89 |
Theta: |
-0.03 |
Omega: |
3.13 |
Rho: |
0.58 |
Quote data
Open: |
4.760 |
High: |
4.910 |
Low: |
4.690 |
Previous Close: |
4.790 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+29.30% |
1 Month |
|
|
+43.15% |
3 Months |
|
|
-4.37% |
YTD |
|
|
+118.64% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.810 |
3.690 |
1M High / 1M Low: |
4.810 |
3.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
21/03/2024 |
5.370 |
Low (YTD): |
17/01/2024 |
1.660 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.458 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.625 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |