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BNP Paribas Call 160 EL 20.09.202.../  DE000PN60BA8  /

EUWAX
16/07/2024  09:06:21 Chg.-0.003 Bid10:05:34 Ask10:05:34 Underlying Strike price Expiration date Option type
0.017EUR -15.00% 0.018
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Estee Lauder Compani... 160.00 USD 20/09/2024 Call
 

Master data

WKN: PN60BA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 20/09/2024
Issue date: 11/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 101.88
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.39
Parity: -5.41
Time value: 0.09
Break-even: 147.72
Moneyness: 0.63
Premium: 0.59
Premium p.a.: 12.15
Spread abs.: 0.07
Spread %: 378.95%
Delta: 0.08
Theta: -0.03
Omega: 8.35
Rho: 0.01
 

Quote data

Open: 0.017
High: 0.017
Low: 0.017
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.33%
1 Month
  -67.31%
3 Months
  -97.50%
YTD
  -98.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.020
1M High / 1M Low: 0.061 0.020
6M High / 6M Low: 1.720 0.020
High (YTD): 14/03/2024 1.720
Low (YTD): 15/07/2024 0.020
52W High: - -
52W Low: - -
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.655
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.03%
Volatility 6M:   253.79%
Volatility 1Y:   -
Volatility 3Y:   -