BNP Paribas Call 108 EL 20.12.2024
/ DE000PG3QHF8
BNP Paribas Call 108 EL 20.12.202.../ DE000PG3QHF8 /
| 10/9/2024 2:50:31 PM |
Chg.0.000 |
Bid3:12:14 PM |
Ask3:12:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
0.00% |
0.280
Bid Size: 18,400 |
0.360
Ask Size: 18,400 |
Estee Lauder Compani... |
108.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PG3QHF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
108.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
7/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.40 |
| Parity: |
-1.28 |
| Time value: |
0.31 |
| Break-even: |
101.50 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
1.38 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.30 |
| Theta: |
-0.05 |
| Omega: |
8.28 |
| Rho: |
0.04 |
Quote data
| Open: |
0.290 |
| High: |
0.310 |
| Low: |
0.290 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.95% |
| 1 Month |
|
|
+38.10% |
| 3 Months |
|
|
-70.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.290 |
| 1M High / 1M Low: |
0.540 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
486.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
