BNP Paribas Call 115 EL 20.09.2024
/ DE000PZ09HJ7
BNP Paribas Call 115 EL 20.09.202.../ DE000PZ09HJ7 /
| 2024-07-30 9:47:23 AM |
Chg.-0.030 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-10.71% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
115.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PZ09HJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.39 |
| Parity: |
-1.32 |
| Time value: |
0.26 |
| Break-even: |
108.89 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
2.00 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.27 |
| Theta: |
-0.06 |
| Omega: |
9.76 |
| Rho: |
0.03 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
-59.02% |
| 3 Months |
|
|
-92.71% |
| YTD |
|
|
-93.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.230 |
| 1M High / 1M Low: |
0.480 |
0.200 |
| 6M High / 6M Low: |
4.500 |
0.200 |
| High (YTD): |
2024-03-14 |
4.500 |
| Low (YTD): |
2024-07-19 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.337 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.286 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.50% |
| Volatility 6M: |
|
166.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
