BNP Paribas Call 160 RL 20.12.2024
/ DE000PZ11W60
BNP Paribas Call 160 RL 20.12.202.../ DE000PZ11W60 /
| 2024-06-10 10:14:39 AM |
Chg.0.00 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.98EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Ralph Lauren Corpora... |
160.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ11W6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ralph Lauren Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
5.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.70 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
2.02 |
| Time value: |
0.99 |
| Break-even: |
178.54 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.67% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
4.25 |
| Rho: |
0.52 |
Quote data
| Open: |
2.98 |
| High: |
2.98 |
| Low: |
2.98 |
| Previous Close: |
2.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.12% |
| 1 Month |
|
|
+27.35% |
| 3 Months |
|
|
-8.02% |
| YTD |
|
|
+115.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.43 |
2.95 |
| 1M High / 1M Low: |
3.43 |
1.99 |
| 6M High / 6M Low: |
4.03 |
0.93 |
| High (YTD): |
2024-03-22 |
4.03 |
| Low (YTD): |
2024-01-17 |
0.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.92% |
| Volatility 6M: |
|
173.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
