BNP Paribas Call 100 EL 20.09.2024
/ DE000PZ09HM1
BNP Paribas Call 100 EL 20.09.202.../ DE000PZ09HM1 /
| 7/5/2024 9:50:22 PM |
Chg.+0.010 |
Bid9:56:30 PM |
Ask9:56:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+0.92% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
100.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PZ09HM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.39 |
| Parity: |
0.59 |
| Time value: |
0.53 |
| Break-even: |
103.46 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.67 |
| Theta: |
-0.05 |
| Omega: |
5.90 |
| Rho: |
0.11 |
Quote data
| Open: |
1.100 |
| High: |
1.130 |
| Low: |
1.040 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.77% |
| 1 Month |
|
|
-50.23% |
| 3 Months |
|
|
-75.77% |
| YTD |
|
|
-77.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
1.060 |
| 1M High / 1M Low: |
2.110 |
1.060 |
| 6M High / 6M Low: |
5.710 |
1.060 |
| High (YTD): |
3/13/2024 |
5.710 |
| Low (YTD): |
7/1/2024 |
1.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.508 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.618 |
| Avg. volume 6M: |
|
91.417 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.49% |
| Volatility 6M: |
|
116.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
