BNP Paribas Call 145 RL 21.06.2024
/ DE000PZ11WY1
BNP Paribas Call 145 RL 21.06.202.../ DE000PZ11WY1 /
| 2024-05-03 10:07:43 AM |
Chg.+0.16 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
+7.51% |
-
Bid Size: - |
-
Ask Size: - |
Ralph Lauren Corpora... |
145.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ11WY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Ralph Lauren Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 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: |
6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.28 |
| Parity: |
2.01 |
| Time value: |
0.34 |
| Break-even: |
158.24 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
0.86% |
| Delta: |
0.82 |
| Theta: |
-0.08 |
| Omega: |
5.43 |
| Rho: |
0.14 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
2.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.37% |
| 1 Month |
|
|
-18.79% |
| 3 Months |
|
|
+70.90% |
| YTD |
|
|
+73.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
2.13 |
| 1M High / 1M Low: |
2.87 |
1.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-21 |
4.43 |
| Low (YTD): |
2024-01-17 |
0.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
