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

Frankfurt Zert./BNP
7/16/2024  8:50:34 AM Chg.-0.010 Bid7/16/2024 Ask7/16/2024 Underlying Strike price Expiration date Option type
1.160EUR -0.85% 1.160
Bid Size: 6,050		 1.180
Ask Size: 6,050		 Estee Lauder Compani... 100.00 USD 12/20/2024 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: 12/20/2024
Issue date: 11/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.30
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 0.31
Implied volatility: 0.44
Historic volatility: 0.39
Parity: 0.31
Time value: 0.99
Break-even: 104.86
Moneyness: 1.03
Premium: 0.10
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 0.78%
Delta: 0.62
Theta: -0.04
Omega: 4.55
Rho: 0.20
 

Quote data

Open: 1.160
High: 1.160
Low: 1.160
Previous Close: 1.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.07%
1 Month
  -43.14%
3 Months
  -72.12%
YTD
  -77.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.350 1.170
1M High / 1M Low: 2.100 1.170
6M High / 6M Low: 5.860 1.170
High (YTD): 3/13/2024 5.860
Low (YTD): 7/15/2024 1.170
52W High: - -
52W Low: - -
Avg. price 1W:   1.258
Avg. volume 1W:   0.000
Avg. price 1M:   1.621
Avg. volume 1M:   0.000
Avg. price 6M:   3.723
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.07%
Volatility 6M:   104.59%
Volatility 1Y:   -
Volatility 3Y:   -