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

Frankfurt Zert./BNP
28/06/2024  21:50:25 Chg.-0.320 Bid21:59:52 Ask21:59:52 Underlying Strike price Expiration date Option type
1.480EUR -17.78% 1.520
Bid Size: 11,500		 1.530
Ask Size: 11,500		 Estee Lauder Compani... 100.00 USD 20/12/2024 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: 20/12/2024
Issue date: 10/11/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.49
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 0.60
Implied volatility: 0.42
Historic volatility: 0.39
Parity: 0.60
Time value: 0.93
Break-even: 108.64
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 0.66%
Delta: 0.66
Theta: -0.04
Omega: 4.30
Rho: 0.24
 

Quote data

Open: 1.760
High: 1.790
Low: 1.400
Previous Close: 1.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.09%
1 Month
  -41.50%
3 Months
  -72.99%
YTD
  -70.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.100 1.480
1M High / 1M Low: 2.810 1.480
6M High / 6M Low: 5.860 1.480
High (YTD): 13/03/2024 5.860
Low (YTD): 28/06/2024 1.480
52W High: - -
52W Low: - -
Avg. price 1W:   1.854
Avg. volume 1W:   0.000
Avg. price 1M:   2.209
Avg. volume 1M:   0.000
Avg. price 6M:   3.973
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.17%
Volatility 6M:   104.90%
Volatility 1Y:   -
Volatility 3Y:   -