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

EUWAX
2024-07-16  9:06:21 AM Chg.-0.020 Bid10:56:23 AM Ask10:56:23 AM Underlying Strike price Expiration date Option type
0.130EUR -13.33% 0.140
Bid Size: 21,600		 0.160
Ask Size: 21,600		 Estee Lauder Compani... 150.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-08-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 61.81
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.39
Parity: -4.49
Time value: 0.15
Break-even: 139.14
Moneyness: 0.67
Premium: 0.50
Premium p.a.: 1.57
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.13
Theta: -0.02
Omega: 7.75
Rho: 0.04
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.58%
1 Month
  -55.17%
3 Months
  -90.58%
YTD
  -94.12%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.140
1M High / 1M Low: 0.320 0.140
6M High / 6M Low: 2.610 0.140
High (YTD): 2024-03-14 2.610
Low (YTD): 2024-07-12 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.220
Avg. volume 1M:   0.000
Avg. price 6M:   1.243
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.53%
Volatility 6M:   171.91%
Volatility 1Y:   -
Volatility 3Y:   -