BNP Paribas Call 135 EL 20.09.2024
/ DE000PN8Y307
BNP Paribas Call 135 EL 20.09.202.../ DE000PN8Y307 /
| 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: |
|
- |
