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BNP Paribas Call 120 EL 20.12.202.../  DE000PN8Y364  /

Frankfurt Zert./BNP
2024-07-05  9:50:23 PM Chg.+0.010 Bid9:56:30 PM Ask9:56:30 PM Underlying Strike price Expiration date Option type
0.660EUR +1.54% 0.670
Bid Size: 11,200		 0.680
Ask Size: 11,200		 Estee Lauder Compani... 120.00 USD 2024-12-20 Call
 

Master data

WKN: PN8Y36
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-28
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.43
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.39
Parity: -1.26
Time value: 0.68
Break-even: 117.51
Moneyness: 0.89
Premium: 0.20
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 1.49%
Delta: 0.41
Theta: -0.03
Omega: 5.86
Rho: 0.15
 

Quote data

Open: 0.660
High: 0.680
Low: 0.630
Previous Close: 0.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.49%
1 Month
  -52.17%
3 Months
  -79.94%
YTD
  -82.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.650
1M High / 1M Low: 1.380 0.650
6M High / 6M Low: 4.400 0.650
High (YTD): 2024-03-13 4.400
Low (YTD): 2024-07-04 0.650
52W High: - -
52W Low: - -
Avg. price 1W:   0.656
Avg. volume 1W:   0.000
Avg. price 1M:   0.922
Avg. volume 1M:   0.000
Avg. price 6M:   2.607
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.60%
Volatility 6M:   130.25%
Volatility 1Y:   -
Volatility 3Y:   -