BNP Paribas Call 150 RL 20.12.2024
/ DE000PZ11W52
BNP Paribas Call 150 RL 20.12.202.../ DE000PZ11W52 /
| 2024-05-31 10:13:03 AM |
Chg.+0.27 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.02EUR |
+7.20% |
-
Bid Size: - |
-
Ask Size: - |
Ralph Lauren Corpora... |
150.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ11W5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ralph Lauren Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.86 |
| Intrinsic value: |
3.40 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
3.40 |
| Time value: |
0.72 |
| Break-even: |
179.47 |
| Moneyness: |
1.25 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.49% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
3.53 |
| Rho: |
0.58 |
Quote data
| Open: |
4.02 |
| High: |
4.02 |
| Low: |
4.02 |
| Previous Close: |
3.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.57% |
| 1 Month |
|
|
+52.27% |
| 3 Months |
|
|
-8.22% |
| YTD |
|
|
+128.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.02 |
2.98 |
| 1M High / 1M Low: |
4.02 |
2.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-22 |
4.69 |
| Low (YTD): |
2024-01-17 |
1.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
