OverviewChartNewsTraderScreen

BNP Paribas Call 110 EL 20.12.202.../  DE000PZ09HP4  /

Frankfurt Zert./BNP
2024-07-30  9:50:27 PM Chg.-0.060 Bid9:51:51 PM Ask9:51:51 PM Underlying Strike price Expiration date Option type
0.690EUR -8.00% 0.700
Bid Size: 12,700		 0.710
Ask Size: 12,700		 Estee Lauder Compani... 110.00 USD 2024-12-20 Call
 

Master data

WKN: PZ09HP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 110.00 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: 12.41
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.39
Parity: -0.86
Time value: 0.75
Break-even: 109.17
Moneyness: 0.92
Premium: 0.17
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.45
Theta: -0.04
Omega: 5.58
Rho: 0.13
 

Quote data

Open: 0.730
High: 0.740
Low: 0.640
Previous Close: 0.750
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -32.35%
3 Months
  -83.05%
YTD
  -84.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.710
1M High / 1M Low: 1.020 0.610
6M High / 6M Low: 5.110 0.610
High (YTD): 2024-03-13 5.110
Low (YTD): 2024-07-18 0.610
52W High: - -
52W Low: - -
Avg. price 1W:   0.728
Avg. volume 1W:   0.000
Avg. price 1M:   0.828
Avg. volume 1M:   0.000
Avg. price 6M:   2.894
Avg. volume 6M:   46.772
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.09%
Volatility 6M:   121.18%
Volatility 1Y:   -
Volatility 3Y:   -