BNP Paribas Call 150 RL 17.01.2025
/ DE000PZ11XB7
BNP Paribas Call 150 RL 17.01.202.../ DE000PZ11XB7 /
6/10/2024 12:21:14 PM |
Chg.-0.050 |
Bid12:36:17 PM |
Ask12:36:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.720EUR |
-1.33% |
3.740 Bid Size: 2,300 |
3.810 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: |
3.740 |
Low: |
3.720 |
Previous Close: |
3.770 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.37% |
1 Month |
|
|
+29.62% |
3 Months |
|
|
+0.27% |
YTD |
|
|
+104.40% |
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: |
|
- |