BNP Paribas Call 120 EL 20.09.2024
/ DE000PZ09HH1
BNP Paribas Call 120 EL 20.09.202.../ DE000PZ09HH1 /
| 2024-07-30 9:47:23 AM |
Chg.-0.020 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-10.53% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
120.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PZ09HH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
49.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.39 |
| Parity: |
-1.78 |
| Time value: |
0.19 |
| Break-even: |
112.81 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
2.85 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
0.21 |
| Theta: |
-0.05 |
| Omega: |
10.26 |
| Rho: |
0.03 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
-61.36% |
| 3 Months |
|
|
-94.44% |
| YTD |
|
|
-95.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.160 |
| 1M High / 1M Low: |
0.350 |
0.140 |
| 6M High / 6M Low: |
4.120 |
0.140 |
| High (YTD): |
2024-03-14 |
4.120 |
| Low (YTD): |
2024-07-19 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.006 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.73% |
| Volatility 6M: |
|
176.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
