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

EUWAX
7/15/2024  9:08:37 AM Chg.- Bid8:25:10 AM Ask8:25:10 AM Underlying Strike price Expiration date Option type
0.020EUR - 0.018
Bid Size: 25,000		 0.091
Ask Size: 25,000		 Estee Lauder Compani... 160.00 USD 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 USD
Maturity: 9/20/2024
Issue date: 8/11/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 104.34
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.39
Parity: -5.20
Time value: 0.09
Break-even: 147.89
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 10.18
Spread abs.: 0.07
Spread %: 313.64%
Delta: 0.08
Theta: -0.03
Omega: 8.66
Rho: 0.01
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.026
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -61.54%
3 Months
  -97.06%
YTD
  -98.65%
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): 3/14/2024 1.720
Low (YTD): 7/15/2024 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:   -