BNP Paribas Call 130 RL 21.06.2024
/ DE000PZ11WV7
BNP Paribas Call 130 RL 21.06.202.../ DE000PZ11WV7 /
| 2024-05-03 9:50:30 PM |
Chg.+0.120 |
Bid9:59:05 PM |
Ask2024-05-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.570EUR |
+3.48% |
3.570
Bid Size: 2,100 |
-
Ask Size: - |
Ralph Lauren Corpora... |
130.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ11WV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ralph Lauren Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.47 |
| Intrinsic value: |
3.40 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.28 |
| Parity: |
3.40 |
| Time value: |
0.22 |
| Break-even: |
157.00 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
1.40% |
| Delta: |
0.91 |
| Theta: |
-0.07 |
| Omega: |
3.88 |
| Rho: |
0.14 |
Quote data
| Open: |
3.520 |
| High: |
3.770 |
| Low: |
3.520 |
| Previous Close: |
3.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.28% |
| 1 Month |
|
|
-10.97% |
| 3 Months |
|
|
+59.38% |
| YTD |
|
|
+65.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.570 |
3.400 |
| 1M High / 1M Low: |
4.100 |
2.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-21 |
5.690 |
| Low (YTD): |
2024-01-17 |
1.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.497 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
