BNP Paribas Call 80 EL 19.12.2025
/ DE000PG42H40
BNP Paribas Call 80 EL 19.12.2025/ DE000PG42H40 /
| 06/09/2024 09:34:50 |
Chg.-0.19 |
Bid10:51:16 |
Ask10:51:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
-8.48% |
2.07
Bid Size: 9,600 |
2.11
Ask Size: 9,600 |
Estee Lauder Compani... |
80.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PG42H4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
29/07/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.38 |
| Parity: |
0.91 |
| Time value: |
1.19 |
| Break-even: |
93.00 |
| Moneyness: |
1.13 |
| Premium: |
0.15 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
2.78 |
| Rho: |
0.48 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
2.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.91% |
| 1 Month |
|
|
-17.34% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.26 |
2.09 |
| 1M High / 1M Low: |
2.50 |
2.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
