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BNP Paribas Call 155 EL 20.09.202.../  DE000PN8Y3X5  /

Frankfurt Zert./BNP
2024-06-27  9:50:27 PM Chg.-0.008 Bid9:58:52 PM Ask9:58:52 PM Underlying Strike price Expiration date Option type
0.050EUR -13.79% 0.049
Bid Size: 38,700		 0.091
Ask Size: 38,700		 Estee Lauder Compani... 155.00 USD 2024-09-20 Call
 

Master data

WKN: PN8Y3X
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 155.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 116.50
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.39
Parity: -3.91
Time value: 0.09
Break-even: 146.04
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 2.96
Spread abs.: 0.03
Spread %: 54.24%
Delta: 0.09
Theta: -0.02
Omega: 10.88
Rho: 0.02
 

Quote data

Open: 0.057
High: 0.057
Low: 0.045
Previous Close: 0.058
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.35%
1 Month
  -76.19%
3 Months
  -95.50%
YTD
  -97.01%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.058
1M High / 1M Low: 0.220 0.055
6M High / 6M Low: 1.950 0.055
High (YTD): 2024-03-13 1.950
Low (YTD): 2024-06-19 0.055
52W High: - -
52W Low: - -
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.118
Avg. volume 1M:   0.000
Avg. price 6M:   0.897
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   225.71%
Volatility 6M:   231.66%
Volatility 1Y:   -
Volatility 3Y:   -