BNP Paribas Call 150 EL 20.12.2024
/ DE000PN60BE0
BNP Paribas Call 150 EL 20.12.202.../ DE000PN60BE0 /
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: |
|
- |