BNP Paribas Call 150 RL 16.01.2026
/ DE000PZ11XR3
BNP Paribas Call 150 RL 16.01.202.../ DE000PZ11XR3 /
| 10/06/2024 10:14:38 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.82EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Ralph Lauren Corpora... |
150.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PZ11XR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ralph Lauren Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
04/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.41 |
| Intrinsic value: |
2.95 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
2.95 |
| Time value: |
1.90 |
| Break-even: |
187.66 |
| Moneyness: |
1.21 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.62% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
2.74 |
| Rho: |
1.35 |
Quote data
| Open: |
4.82 |
| High: |
4.82 |
| Low: |
4.82 |
| Previous Close: |
4.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.98% |
| 1 Month |
|
|
+19.01% |
| 3 Months |
|
|
+5.70% |
| YTD |
|
|
+87.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.02 |
4.75 |
| 1M High / 1M Low: |
5.25 |
3.74 |
| 6M High / 6M Low: |
5.71 |
2.03 |
| High (YTD): |
22/03/2024 |
5.71 |
| Low (YTD): |
17/01/2024 |
2.10 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.47% |
| Volatility 6M: |
|
102.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
