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

EUWAX
10/9/2024  9:03:05 AM Chg.-0.006 Bid3:50:29 PM Ask3:50:29 PM Underlying Strike price Expiration date Option type
0.036EUR -14.29% 0.034
Bid Size: 100,000		 0.091
Ask Size: 100,000		 Estee Lauder Compani... 140.00 USD 12/20/2024 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: 12/20/2024
Issue date: 9/28/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 94.02
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.40
Parity: -4.20
Time value: 0.09
Break-even: 128.47
Moneyness: 0.67
Premium: 0.50
Premium p.a.: 6.85
Spread abs.: 0.05
Spread %: 139.47%
Delta: 0.09
Theta: -0.03
Omega: 8.81
Rho: 0.01
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.042
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.93%
1 Month  
+20.00%
3 Months
  -87.14%
YTD
  -98.65%
1 Year
  -98.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.058 0.042
1M High / 1M Low: 0.100 0.019
6M High / 6M Low: 2.480 0.019
High (YTD): 3/14/2024 3.140
Low (YTD): 9/23/2024 0.019
52W High: 3/14/2024 3.140
52W Low: 9/23/2024 0.019
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.041
Avg. volume 1M:   0.000
Avg. price 6M:   0.606
Avg. volume 6M:   0.000
Avg. price 1Y:   1.321
Avg. volume 1Y:   0.000
Volatility 1M:   774.73%
Volatility 6M:   360.77%
Volatility 1Y:   276.72%
Volatility 3Y:   -