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BNP Paribas Call 165 EL 20.09.202.../  DE000PN8Y3W7  /

Frankfurt Zert./BNP
05/07/2024  21:50:32 Chg.+0.001 Bid05/07/2024 Ask05/07/2024 Underlying Strike price Expiration date Option type
0.025EUR +4.17% 0.025
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Estee Lauder Compani... 165.00 USD 20/09/2024 Call
 

Master data

WKN: PN8Y3W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 165.00 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: 107.82
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.39
Parity: -5.41
Time value: 0.09
Break-even: 153.13
Moneyness: 0.64
Premium: 0.56
Premium p.a.: 7.48
Spread abs.: 0.07
Spread %: 264.00%
Delta: 0.08
Theta: -0.03
Omega: 8.74
Rho: 0.01
 

Quote data

Open: 0.024
High: 0.026
Low: 0.024
Previous Close: 0.024
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.71%
1 Month
  -64.79%
3 Months
  -96.95%
YTD
  -98.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.025 0.016
1M High / 1M Low: 0.071 0.016
6M High / 6M Low: 1.500 0.016
High (YTD): 13/03/2024 1.500
Low (YTD): 03/07/2024 0.016
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.593
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   290.02%
Volatility 6M:   265.62%
Volatility 1Y:   -
Volatility 3Y:   -