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BNP Paribas Call 220 EL 20.12.202.../  DE000PN60BJ9  /

Frankfurt Zert./BNP
2024-07-05  9:50:32 PM Chg.+0.001 Bid2024-07-05 Ask2024-07-05 Underlying Strike price Expiration date Option type
0.024EUR +4.35% 0.024
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Estee Lauder Compani... 220.00 USD 2024-12-20 Call
 

Master data

WKN: PN60BJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 220.00 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: 0.00
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.39
Parity: -10.48
Time value: 0.09
Break-even: 203.87
Moneyness: 0.48
Premium: 1.08
Premium p.a.: 3.95
Spread abs.: 0.07
Spread %: 279.17%
Delta: 0.06
Theta: -0.01
Omega: 6.60
Rho: 0.02
 

Quote data

Open: 0.024
High: 0.025
Low: 0.023
Previous Close: 0.023
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month
  -35.14%
3 Months
  -92.00%
YTD
  -94.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.025 0.015
1M High / 1M Low: 0.037 0.015
6M High / 6M Low: 0.540 0.015
High (YTD): 2024-03-13 0.540
Low (YTD): 2024-07-03 0.015
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.212
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   296.21%
Volatility 6M:   257.84%
Volatility 1Y:   -
Volatility 3Y:   -