BNP Paribas Call 135 EL 20.09.202.../  DE000PN8Y307  /

EUWAX
30/07/2024  08:59:08 Chg.-0.003 Bid10:05:36 Ask10:05:36 Underlying Strike price Expiration date Option type
0.058EUR -4.92% 0.059
Bid Size: 47,600
0.091
Ask Size: 47,600
Estee Lauder Compani... 135.00 USD 20/09/2024 Call
 

Master data

WKN: PN8Y30
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 20/09/2024
Issue date: 28/09/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 102.31
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.39
Parity: -3.17
Time value: 0.09
Break-even: 125.69
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 7.22
Spread abs.: 0.03
Spread %: 49.18%
Delta: 0.11
Theta: -0.04
Omega: 10.76
Rho: 0.01
 

Quote data

Open: 0.058
High: 0.058
Low: 0.058
Previous Close: 0.061
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.38%
1 Month
  -65.88%
3 Months
  -97.24%
YTD
  -97.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.066 0.058
1M High / 1M Low: 0.130 0.052
6M High / 6M Low: 3.090 0.052
High (YTD): 14/03/2024 3.090
Low (YTD): 19/07/2024 0.052
52W High: - -
52W Low: - -
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   1.319
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.65%
Volatility 6M:   192.69%
Volatility 1Y:   -
Volatility 3Y:   -