BNP Paribas Call 115 EL 20.09.2024
/ DE000PZ09HJ7
BNP Paribas Call 115 EL 20.09.202.../ DE000PZ09HJ7 /
| 05/07/2024 09:37:48 |
Chg.-0.010 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-2.22% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
115.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.39 |
| Parity: |
-0.80 |
| Time value: |
0.46 |
| Break-even: |
110.69 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.39 |
| Theta: |
-0.05 |
| Omega: |
8.32 |
| Rho: |
0.07 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.87% |
| 1 Month |
|
|
-68.12% |
| 3 Months |
|
|
-86.71% |
| YTD |
|
|
-88.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.420 |
| 1M High / 1M Low: |
1.380 |
0.420 |
| 6M High / 6M Low: |
4.500 |
0.420 |
| High (YTD): |
14/03/2024 |
4.500 |
| Low (YTD): |
02/07/2024 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.576 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.29% |
| Volatility 6M: |
|
152.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
