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

EUWAX
7/23/2024  8:59:43 AM Chg.- Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.016EUR - -
Bid Size: -		 -
Ask Size: -		 Estee Lauder Compani... 160.00 - 9/20/2024 Call
 

Master data

WKN: PN60BA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 9/20/2024
Issue date: 8/11/2023
Last trading day: 7/24/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 91.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.23
Historic volatility: 0.39
Parity: -7.64
Time value: 0.09
Break-even: 160.91
Moneyness: 0.52
Premium: 0.92
Premium p.a.: 0.00
Spread abs.: 0.07
Spread %: 435.29%
Delta: 0.07
Theta: -0.06
Omega: 6.65
Rho: 0.01
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.014
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -38.46%
3 Months
  -95.43%
YTD
  -98.92%
1 Year
  -99.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.022 0.014
6M High / 6M Low: 1.720 0.014
High (YTD): 3/14/2024 1.720
Low (YTD): 7/22/2024 0.014
52W High: 8/14/2023 2.900
52W Low: 7/22/2024 0.014
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   0.587
Avg. volume 6M:   0.000
Avg. price 1Y:   0.964
Avg. volume 1Y:   0.000
Volatility 1M:   304.22%
Volatility 6M:   247.97%
Volatility 1Y:   225.74%
Volatility 3Y:   -