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

EUWAX
2024-07-05  9:00:58 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.270EUR 0.00% -
Bid Size: -
-
Ask Size: -
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: 33.83
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.39
Parity: -3.10
Time value: 0.29
Break-even: 132.06
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 0.91
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.21
Theta: -0.03
Omega: 7.22
Rho: 0.08
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -65.82%
3 Months
  -87.73%
YTD
  -89.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.270
1M High / 1M Low: 0.790 0.270
6M High / 6M Low: 3.140 0.270
High (YTD): 2024-03-14 3.140
Low (YTD): 2024-07-05 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.433
Avg. volume 1M:   0.000
Avg. price 6M:   1.669
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.79%
Volatility 6M:   158.94%
Volatility 1Y:   -
Volatility 3Y:   -