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BNP Paribas Call 130 EL 20.09.202.../  DE000PN8Y315  /

Frankfurt Zert./BNP
2024-07-30  9:50:31 PM Chg.-0.006 Bid9:57:07 PM Ask9:57:07 PM Underlying Strike price Expiration date Option type
0.080EUR -6.98% 0.081
Bid Size: 42,100		 0.091
Ask Size: 42,100		 Estee Lauder Compani... 130.00 USD 2024-09-20 Call
 

Master data

WKN: PN8Y31
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 98.00
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.39
Parity: -2.71
Time value: 0.10
Break-even: 121.11
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 5.33
Spread abs.: 0.01
Spread %: 11.76%
Delta: 0.12
Theta: -0.04
Omega: 11.43
Rho: 0.01
 

Quote data

Open: 0.081
High: 0.082
Low: 0.067
Previous Close: 0.086
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month
  -52.94%
3 Months
  -96.64%
YTD
  -97.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.083
1M High / 1M Low: 0.160 0.072
6M High / 6M Low: 3.420 0.072
High (YTD): 2024-03-13 3.420
Low (YTD): 2024-07-18 0.072
52W High: - -
52W Low: - -
Avg. price 1W:   0.086
Avg. volume 1W:   0.000
Avg. price 1M:   0.116
Avg. volume 1M:   0.000
Avg. price 6M:   1.520
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.30%
Volatility 6M:   184.96%
Volatility 1Y:   -
Volatility 3Y:   -