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BNP Paribas Call 100 EL 20.12.202.../  DE000PZ09HQ2  /

Frankfurt Zert./BNP
2024-06-27  9:50:24 PM Chg.-0.130 Bid9:59:21 PM Ask9:59:21 PM Underlying Strike price Expiration date Option type
1.800EUR -6.74% 1.780
Bid Size: 12,200		 1.790
Ask Size: 12,200		 Estee Lauder Compani... 100.00 USD 2024-12-20 Call
 

Master data

WKN: PZ09HQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.41
Leverage: Yes

Calculated values

Fair value: 1.92
Intrinsic value: 1.24
Implied volatility: 0.41
Historic volatility: 0.39
Parity: 1.24
Time value: 0.72
Break-even: 113.23
Moneyness: 1.13
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.51%
Delta: 0.74
Theta: -0.03
Omega: 3.99
Rho: 0.28
 

Quote data

Open: 1.930
High: 1.940
Low: 1.730
Previous Close: 1.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.76%
1 Month
  -37.72%
3 Months
  -61.46%
YTD
  -64.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.100 1.910
1M High / 1M Low: 2.930 1.800
6M High / 6M Low: 5.860 1.800
High (YTD): 2024-03-13 5.860
Low (YTD): 2024-06-18 1.800
52W High: - -
52W Low: - -
Avg. price 1W:   1.986
Avg. volume 1W:   0.000
Avg. price 1M:   2.338
Avg. volume 1M:   0.000
Avg. price 6M:   4.034
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.81%
Volatility 6M:   101.29%
Volatility 1Y:   -
Volatility 3Y:   -