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

Frankfurt Zert./BNP
7/30/2024  9:50:31 PM Chg.-0.040 Bid9:59:02 PM Ask9:59:02 PM Underlying Strike price Expiration date Option type
0.440EUR -8.33% 0.440
Bid Size: 14,200		 0.450
Ask Size: 14,200		 Estee Lauder Compani... 120.00 USD 12/20/2024 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: 12/20/2024
Issue date: 9/28/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.40
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.39
Parity: -1.78
Time value: 0.48
Break-even: 115.71
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 0.74
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.33
Theta: -0.03
Omega: 6.36
Rho: 0.10
 

Quote data

Open: 0.460
High: 0.470
Low: 0.400
Previous Close: 0.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.22%
1 Month
  -34.33%
3 Months
  -87.02%
YTD
  -88.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.450
1M High / 1M Low: 0.670 0.390
6M High / 6M Low: 4.400 0.390
High (YTD): 3/13/2024 4.400
Low (YTD): 7/18/2024 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.462
Avg. volume 1W:   0.000
Avg. price 1M:   0.534
Avg. volume 1M:   0.000
Avg. price 6M:   2.340
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.03%
Volatility 6M:   133.68%
Volatility 1Y:   -
Volatility 3Y:   -