BNP Paribas Call 130 RL 21.06.2024
/ DE000PZ11WV7
BNP Paribas Call 130 RL 21.06.202.../ DE000PZ11WV7 /
| 2024-05-06 10:07:31 AM |
Chg.+0.06 |
Bid12:10:27 PM |
Ask12:10:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.58EUR |
+1.70% |
3.60
Bid Size: 2,000 |
-
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: |
3.41 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.28 |
| Parity: |
3.41 |
| Time value: |
0.21 |
| Break-even: |
157.04 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
1.40% |
| Delta: |
0.91 |
| Theta: |
-0.07 |
| Omega: |
3.88 |
| Rho: |
0.13 |
Quote data
| Open: |
3.58 |
| High: |
3.58 |
| Low: |
3.58 |
| Previous Close: |
3.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.92% |
| 1 Month |
|
|
-11.60% |
| 3 Months |
|
|
+59.11% |
| YTD |
|
|
+64.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.72 |
3.33 |
| 1M High / 1M Low: |
4.10 |
2.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-21 |
5.73 |
| Low (YTD): |
2024-01-17 |
1.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
