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BNP Paribas Call 200 ALGN 16.01.2.../  DE000PZ1XNE6  /

Frankfurt Zert./BNP
2024-06-14  9:50:39 PM Chg.-1.190 Bid9:59:24 PM Ask9:59:24 PM Underlying Strike price Expiration date Option type
9.000EUR -11.68% 9.110
Bid Size: 1,000		 9.140
Ask Size: 1,000		 Align Technology Inc 200.00 USD 2026-01-16 Call
 

Master data

WKN: PZ1XNE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2026-01-16
Issue date: 2023-11-30
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.62
Leverage: Yes

Calculated values

Fair value: 8.16
Intrinsic value: 5.23
Implied volatility: 0.53
Historic volatility: 0.42
Parity: 5.23
Time value: 3.91
Break-even: 278.23
Moneyness: 1.28
Premium: 0.16
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 0.33%
Delta: 0.78
Theta: -0.05
Omega: 2.05
Rho: 1.53
 

Quote data

Open: 10.300
High: 10.300
Low: 8.930
Previous Close: 10.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.67%
1 Month
  -12.88%
3 Months
  -36.62%
YTD
  -16.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.190 8.930
1M High / 1M Low: 10.330 8.260
6M High / 6M Low: 15.520 8.260
High (YTD): 2024-04-10 15.520
Low (YTD): 2024-06-04 8.260
52W High: - -
52W Low: - -
Avg. price 1W:   9.362
Avg. volume 1W:   0.000
Avg. price 1M:   9.117
Avg. volume 1M:   0.000
Avg. price 6M:   11.849
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.72%
Volatility 6M:   62.08%
Volatility 1Y:   -
Volatility 3Y:   -