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

EUWAX
2024-07-31  8:57:30 AM Chg.-0.020 Bid12:10:47 PM Ask12:10:47 PM Underlying Strike price Expiration date Option type
0.440EUR -4.35% 0.450
Bid Size: 13,900		 0.470
Ask Size: 13,900		 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: 20.43
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.39
Parity: -1.90
Time value: 0.45
Break-even: 115.45
Moneyness: 0.83
Premium: 0.26
Premium p.a.: 0.80
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.31
Theta: -0.03
Omega: 6.41
Rho: 0.09
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.20%
1 Month
  -45.68%
3 Months
  -87.06%
YTD
  -88.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.440
1M High / 1M Low: 0.700 0.390
6M High / 6M Low: 4.400 0.390
High (YTD): 2024-03-14 4.400
Low (YTD): 2024-07-19 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.462
Avg. volume 1W:   0.000
Avg. price 1M:   0.538
Avg. volume 1M:   0.000
Avg. price 6M:   2.332
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.63%
Volatility 6M:   132.14%
Volatility 1Y:   -
Volatility 3Y:   -