BNP Paribas Call 150 EL 20.12.2024
/ DE000PN60BE0
BNP Paribas Call 150 EL 20.12.202.../ DE000PN60BE0 /
06/09/2024 11:21:05 |
Chg.-0.011 |
Bid06/09/2024 |
Ask06/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.018EUR |
-37.93% |
0.018 Bid Size: 50,000 |
0.091 Ask Size: 50,000 |
Estee Lauder Compani... |
150.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
11/08/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
89.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.61 |
Historic volatility: |
0.38 |
Parity: |
-5.39 |
Time value: |
0.09 |
Break-even: |
135.91 |
Moneyness: |
0.60 |
Premium: |
0.68 |
Premium p.a.: |
5.03 |
Spread abs.: |
0.06 |
Spread %: |
213.79% |
Delta: |
0.09 |
Theta: |
-0.02 |
Omega: |
7.58 |
Rho: |
0.02 |
Quote data
Open: |
0.018 |
High: |
0.019 |
Low: |
0.018 |
Previous Close: |
0.029 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-76.92% |
3 Months |
|
|
-96.60% |
YTD |
|
|
-99.19% |
1 Year |
|
|
-99.41% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.033 |
0.027 |
1M High / 1M Low: |
0.081 |
0.027 |
6M High / 6M Low: |
2.610 |
0.027 |
High (YTD): |
13/03/2024 |
2.610 |
Low (YTD): |
30/08/2024 |
0.027 |
52W High: |
06/09/2023 |
3.030 |
52W Low: |
30/08/2024 |
0.027 |
Avg. price 1W: |
|
0.030 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.043 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.772 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.264 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
255.93% |
Volatility 6M: |
|
181.83% |
Volatility 1Y: |
|
184.46% |
Volatility 3Y: |
|
- |