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BNP Paribas Call 170 EL 20.12.202.../  DE000PN8Y331  /

Frankfurt Zert./BNP
2024-07-05  9:50:23 PM Chg.+0.002 Bid9:57:28 PM Ask9:57:28 PM Underlying Strike price Expiration date Option type
0.088EUR +2.33% 0.089
Bid Size: 28,700		 0.099
Ask Size: 28,700		 Estee Lauder Compani... 170.00 USD 2024-12-20 Call
 

Master data

WKN: PN8Y33
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-28
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 99.10
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.39
Parity: -5.87
Time value: 0.10
Break-even: 157.82
Moneyness: 0.63
Premium: 0.61
Premium p.a.: 1.83
Spread abs.: 0.01
Spread %: 11.24%
Delta: 0.08
Theta: -0.01
Omega: 8.29
Rho: 0.03
 

Quote data

Open: 0.088
High: 0.090
Low: 0.084
Previous Close: 0.086
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.22%
1 Month
  -56.00%
3 Months
  -91.85%
YTD
  -93.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.080
1M High / 1M Low: 0.200 0.080
6M High / 6M Low: 1.730 0.080
High (YTD): 2024-03-13 1.730
Low (YTD): 2024-07-03 0.080
52W High: - -
52W Low: - -
Avg. price 1W:   0.086
Avg. volume 1W:   0.000
Avg. price 1M:   0.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.787
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.32%
Volatility 6M:   204.66%
Volatility 1Y:   -
Volatility 3Y:   -