BNP Paribas Call 250 ALGN 16.01.2026
/ DE000PZ1XNH9
BNP Paribas Call 250 ALGN 16.01.2.../ DE000PZ1XNH9 /
2024-09-20 9:50:31 PM |
Chg.-0.220 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.640EUR |
-3.75% |
5.640 Bid Size: 1,000 |
5.660 Ask Size: 1,000 |
Align Technology Inc |
250.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PZ1XNH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Align Technology Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 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: |
4.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.65 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.50 |
Historic volatility: |
0.40 |
Parity: |
0.26 |
Time value: |
5.39 |
Break-even: |
280.45 |
Moneyness: |
1.01 |
Premium: |
0.24 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.02 |
Spread %: |
0.36% |
Delta: |
0.65 |
Theta: |
-0.06 |
Omega: |
2.61 |
Rho: |
1.20 |
Quote data
Open: |
5.830 |
High: |
5.850 |
Low: |
5.420 |
Previous Close: |
5.860 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.67% |
1 Month |
|
|
+28.18% |
3 Months |
|
|
-2.93% |
YTD |
|
|
-32.21% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.860 |
5.510 |
1M High / 1M Low: |
5.860 |
3.980 |
6M High / 6M Low: |
12.670 |
3.320 |
High (YTD): |
2024-04-10 |
12.670 |
Low (YTD): |
2024-08-07 |
3.320 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.694 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.716 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.821 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.52% |
Volatility 6M: |
|
98.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |