BNP Paribas Call 100 EL 16.01.2026
/ DE000PG2PYA8
BNP Paribas Call 100 EL 16.01.202.../ DE000PG2PYA8 /
| 2024-07-05 9:50:41 PM |
Chg.+0.020 |
Bid9:57:34 PM |
Ask9:57:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.370EUR |
+0.85% |
2.390
Bid Size: 7,000 |
2.410
Ask Size: 7,000 |
Estee Lauder Compani... |
100.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PG2PYA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-06-14 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.39 |
| Parity: |
0.59 |
| Time value: |
1.82 |
| Break-even: |
116.36 |
| Moneyness: |
1.06 |
| Premium: |
0.19 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.84% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
2.79 |
| Rho: |
0.66 |
Quote data
| Open: |
2.370 |
| High: |
2.400 |
| Low: |
2.320 |
| Previous Close: |
2.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.84% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.370 |
2.340 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
