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BNP Paribas Call 150 EL 20.12.202.../  DE000PN60BE0  /

EUWAX
8/14/2024  9:07:34 AM Chg.+0.016 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.060EUR +36.36% -
Bid Size: -		 -
Ask Size: -		 Estee Lauder Compani... 150.00 USD 12/20/2024 Call
 

Master data

WKN: PN60BE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 12/20/2024
Issue date: 8/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 91.86
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.39
Parity: -5.28
Time value: 0.09
Break-even: 137.32
Moneyness: 0.61
Premium: 0.64
Premium p.a.: 3.12
Spread abs.: 0.03
Spread %: 51.67%
Delta: 0.09
Theta: -0.02
Omega: 7.86
Rho: 0.02
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.044
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.71%
1 Month
  -57.14%
3 Months
  -93.88%
YTD
  -97.29%
1 Year
  -98.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.083 0.044
1M High / 1M Low: 0.150 0.044
6M High / 6M Low: 2.610 0.044
High (YTD): 3/14/2024 2.610
Low (YTD): 8/13/2024 0.044
52W High: 8/14/2023 3.690
52W Low: 8/13/2024 0.044
Avg. price 1W:   0.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   1.020
Avg. volume 6M:   0.000
Avg. price 1Y:   1.477
Avg. volume 1Y:   0.000
Volatility 1M:   158.42%
Volatility 6M:   162.97%
Volatility 1Y:   161.81%
Volatility 3Y:   -