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

Frankfurt Zert./BNP
2024-07-30  9:50:31 PM Chg.-0.010 Bid2024-07-30 Ask2024-07-30 Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.120
Bid Size: 26,700		 0.130
Ask Size: 26,700		 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: 66.50
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.39
Parity: -4.55
Time value: 0.14
Break-even: 140.04
Moneyness: 0.67
Premium: 0.50
Premium p.a.: 1.83
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.12
Theta: -0.02
Omega: 7.91
Rho: 0.04
 

Quote data

Open: 0.130
High: 0.130
Low: 0.110
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -36.84%
3 Months
  -93.18%
YTD
  -94.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.120
1M High / 1M Low: 0.190 0.110
6M High / 6M Low: 2.610 0.110
High (YTD): 2024-03-13 2.610
Low (YTD): 2024-07-18 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.146
Avg. volume 1M:   0.000
Avg. price 6M:   1.155
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.75%
Volatility 6M:   175.78%
Volatility 1Y:   -
Volatility 3Y:   -