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BNP Paribas Call 200 EL 20.12.202.../  DE000PN60BH3  /

Frankfurt Zert./BNP
2024-07-05  9:50:24 PM Chg.+0.001 Bid9:59:30 PM Ask9:59:30 PM Underlying Strike price Expiration date Option type
0.038EUR +2.70% 0.038
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Estee Lauder Compani... 200.00 USD 2024-12-20 Call
 

Master data

WKN: PN60BH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-12-20
Issue date: 2023-08-11
Last trading day: 2024-12-19
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: 0.54
Historic volatility: 0.39
Parity: -8.64
Time value: 0.09
Break-even: 185.42
Moneyness: 0.53
Premium: 0.89
Premium p.a.: 3.02
Spread abs.: 0.05
Spread %: 139.47%
Delta: 0.07
Theta: -0.01
Omega: 7.15
Rho: 0.03
 

Quote data

Open: 0.038
High: 0.039
Low: 0.036
Previous Close: 0.037
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.56%
1 Month
  -44.12%
3 Months
  -92.40%
YTD
  -94.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.029
1M High / 1M Low: 0.068 0.029
6M High / 6M Low: 0.870 0.029
High (YTD): 2024-03-13 0.870
Low (YTD): 2024-07-03 0.029
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.355
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.23%
Volatility 6M:   235.85%
Volatility 1Y:   -
Volatility 3Y:   -