BNP Paribas Call 150 RL 17.01.2025
/ DE000PZ11XB7
BNP Paribas Call 150 RL 17.01.202.../ DE000PZ11XB7 /
| 31/05/2024 21:50:38 |
Chg.+0.010 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.130EUR |
+0.24% |
4.180
Bid Size: 2,300 |
4.210
Ask Size: 2,300 |
Ralph Lauren Corpora... |
150.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
04/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.93 |
| Intrinsic value: |
3.40 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
3.40 |
| Time value: |
0.81 |
| Break-even: |
180.37 |
| Moneyness: |
1.25 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.72% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
3.43 |
| Rho: |
0.64 |
Quote data
| Open: |
4.090 |
| High: |
4.220 |
| Low: |
4.030 |
| Previous Close: |
4.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.37% |
| 1 Month |
|
|
+46.45% |
| 3 Months |
|
|
-6.35% |
| YTD |
|
|
+126.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.130 |
3.090 |
| 1M High / 1M Low: |
4.130 |
2.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
21/03/2024 |
4.730 |
| Low (YTD): |
17/01/2024 |
1.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
