BNP Paribas Call 120 EL 18.06.2026
/ DE000PG42PP8
BNP Paribas Call 120 EL 18.06.202.../ DE000PG42PP8 /
05/09/2024 21:50:43 |
Chg.-0.080 |
Bid08:06:06 |
Ask08:06:06 |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
-7.84% |
0.930 Bid Size: 3,226 |
1.060 Ask Size: 2,831 |
Estee Lauder Compani... |
120.00 USD |
18/06/2026 |
Call |
Master data
WKN: |
PG42PP |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
18/06/2026 |
Issue date: |
29/07/2024 |
Last trading day: |
17/06/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.38 |
Parity: |
-2.49 |
Time value: |
1.06 |
Break-even: |
118.90 |
Moneyness: |
0.77 |
Premium: |
0.43 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.02 |
Spread %: |
1.92% |
Delta: |
0.44 |
Theta: |
-0.02 |
Omega: |
3.49 |
Rho: |
0.47 |
Quote data
Open: |
1.010 |
High: |
1.040 |
Low: |
0.930 |
Previous Close: |
1.020 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.05% |
1 Month |
|
|
-21.67% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.060 |
0.940 |
1M High / 1M Low: |
1.240 |
0.890 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.010 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.063 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |