BNP Paribas Call 150 RL 17.01.2025
/ DE000PZ11XB7
BNP Paribas Call 150 RL 17.01.202.../ DE000PZ11XB7 /
| 6/10/2024 1:21:18 PM |
Chg.-0.020 |
Bid6/10/2024 |
Ask6/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.750EUR |
-0.53% |
3.750
Bid Size: 2,300 |
3.820
Ask Size: 2,300 |
Ralph Lauren Corpora... |
150.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PZ11XB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ralph Lauren Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/4/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.50 |
| Intrinsic value: |
2.95 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
2.95 |
| Time value: |
0.83 |
| Break-even: |
176.96 |
| Moneyness: |
1.21 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.80% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
3.65 |
| Rho: |
0.61 |
Quote data
| Open: |
3.740 |
| High: |
3.750 |
| Low: |
3.720 |
| Previous Close: |
3.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.64% |
| 1 Month |
|
|
+30.66% |
| 3 Months |
|
|
+1.08% |
| YTD |
|
|
+106.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.060 |
3.670 |
| 1M High / 1M Low: |
4.130 |
2.600 |
| 6M High / 6M Low: |
4.730 |
1.300 |
| High (YTD): |
3/21/2024 |
4.730 |
| Low (YTD): |
1/17/2024 |
1.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.941 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.14% |
| Volatility 6M: |
|
152.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
