BNP Paribas Call 220 ALGN 16.01.2026
/ DE000PZ1XNF3
BNP Paribas Call 220 ALGN 16.01.2.../ DE000PZ1XNF3 /
2024-06-14 9:50:27 PM |
Chg.-1.130 |
Bid9:59:24 PM |
Ask9:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.960EUR |
-12.43% |
8.060 Bid Size: 1,000 |
8.090 Ask Size: 1,000 |
Align Technology Inc |
220.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PZ1XNF |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Align Technology Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 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: |
2.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.12 |
Intrinsic value: |
3.36 |
Implied volatility: |
0.52 |
Historic volatility: |
0.42 |
Parity: |
3.36 |
Time value: |
4.73 |
Break-even: |
286.42 |
Moneyness: |
1.16 |
Premium: |
0.20 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.03 |
Spread %: |
0.37% |
Delta: |
0.74 |
Theta: |
-0.05 |
Omega: |
2.19 |
Rho: |
1.53 |
Quote data
Open: |
9.190 |
High: |
9.190 |
Low: |
7.880 |
Previous Close: |
9.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.63% |
1 Month |
|
|
-13.57% |
3 Months |
|
|
-39.10% |
YTD |
|
|
-18.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.090 |
7.900 |
1M High / 1M Low: |
9.210 |
7.220 |
6M High / 6M Low: |
14.340 |
7.220 |
High (YTD): |
2024-04-10 |
14.340 |
Low (YTD): |
2024-06-04 |
7.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.308 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.055 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.743 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.98% |
Volatility 6M: |
|
66.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |