BNP Paribas Call 140 RL 20.12.2024
/ DE000PZ11W45
BNP Paribas Call 140 RL 20.12.202.../ DE000PZ11W45 /
| 6/11/2024 10:22:32 AM |
Chg.+0.56 |
Bid11:52:05 AM |
Ask11:52:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.97EUR |
+12.70% |
4.93
Bid Size: 2,100 |
-
Ask Size: - |
Ralph Lauren Corpora... |
140.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/4/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.80 |
| Intrinsic value: |
4.49 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
4.49 |
| Time value: |
0.54 |
| Break-even: |
180.37 |
| Moneyness: |
1.35 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.40% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
3.11 |
| Rho: |
0.56 |
Quote data
| Open: |
4.97 |
| High: |
4.97 |
| Low: |
4.97 |
| Previous Close: |
4.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.65% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+18.62% |
| YTD |
|
|
+124.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.66 |
4.36 |
| 1M High / 1M Low: |
4.89 |
3.15 |
| 6M High / 6M Low: |
5.41 |
1.61 |
| High (YTD): |
3/22/2024 |
5.41 |
| Low (YTD): |
1/17/2024 |
1.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.57% |
| Volatility 6M: |
|
132.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
