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

Frankfurt Zert./BNP
28/06/2024  21:50:31 Chg.-0.008 Bid21:59:21 Ask21:59:21 Underlying Strike price Expiration date Option type
0.042EUR -16.00% 0.043
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Estee Lauder Compani... 155.00 USD 20/09/2024 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: 20/09/2024
Issue date: 28/09/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 109.13
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.39
Parity: -4.54
Time value: 0.09
Break-even: 145.58
Moneyness: 0.69
Premium: 0.47
Premium p.a.: 4.38
Spread abs.: 0.05
Spread %: 106.82%
Delta: 0.09
Theta: -0.02
Omega: 9.60
Rho: 0.02
 

Quote data

Open: 0.047
High: 0.048
Low: 0.033
Previous Close: 0.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -37.31%
1 Month
  -72.00%
3 Months
  -97.38%
YTD
  -97.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.066 0.042
1M High / 1M Low: 0.190 0.042
6M High / 6M Low: 1.950 0.042
High (YTD): 13/03/2024 1.950
Low (YTD): 28/06/2024 0.042
52W High: - -
52W Low: - -
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   0.867
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.45%
Volatility 6M:   234.37%
Volatility 1Y:   -
Volatility 3Y:   -