BNP Paribas Call 150 RL 19.12.2025
/ DE000PZ11XH4
BNP Paribas Call 150 RL 19.12.202.../ DE000PZ11XH4 /
| 11/06/2024 10:15:33 |
Chg.+0.50 |
Bid12:28:47 |
Ask12:28:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.27EUR |
+10.48% |
5.23
Bid Size: 1,600 |
5.30
Ask Size: 1,600 |
Ralph Lauren Corpora... |
150.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PZ11XH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ralph Lauren Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
04/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.86 |
| Intrinsic value: |
3.56 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
3.56 |
| Time value: |
1.78 |
| Break-even: |
192.76 |
| Moneyness: |
1.26 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.57% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
2.64 |
| Rho: |
1.34 |
Quote data
| Open: |
5.27 |
| High: |
5.27 |
| Low: |
5.27 |
| Previous Close: |
4.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.04% |
| 1 Month |
|
|
+31.75% |
| 3 Months |
|
|
+16.85% |
| YTD |
|
|
+108.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.97 |
4.70 |
| 1M High / 1M Low: |
5.20 |
3.68 |
| 6M High / 6M Low: |
5.67 |
1.98 |
| High (YTD): |
22/03/2024 |
5.67 |
| Low (YTD): |
17/01/2024 |
2.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.74% |
| Volatility 6M: |
|
103.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
