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BNP Paribas Call 140 EL 20.12.202.../  DE000PN8Y349  /

Frankfurt Zert./BNP
2024-07-30  9:50:40 PM Chg.-0.010 Bid2024-07-30 Ask2024-07-30 Underlying Strike price Expiration date Option type
0.180EUR -5.26% 0.180
Bid Size: 21,200		 0.190
Ask Size: 21,200		 Estee Lauder Compani... 140.00 USD 2024-12-20 Call
 

Master data

WKN: PN8Y34
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 140.00 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: 46.55
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.39
Parity: -3.63
Time value: 0.20
Break-even: 131.40
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 1.41
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.16
Theta: -0.02
Omega: 7.60
Rho: 0.05
 

Quote data

Open: 0.190
High: 0.190
Low: 0.170
Previous Close: 0.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -37.93%
3 Months
  -91.93%
YTD
  -93.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.180
1M High / 1M Low: 0.280 0.160
6M High / 6M Low: 3.150 0.160
High (YTD): 2024-03-13 3.150
Low (YTD): 2024-07-18 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.220
Avg. volume 1M:   0.000
Avg. price 6M:   1.478
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.71%
Volatility 6M:   164.12%
Volatility 1Y:   -
Volatility 3Y:   -