BNP Paribas Call 95 EL 20.09.2024
/ DE000PZ09HN9
BNP Paribas Call 95 EL 20.09.2024/ DE000PZ09HN9 /
| 2024-07-05 9:37:47 AM |
Chg.-0.03 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
-2.10% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
95.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PZ09HN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.39 |
| Parity: |
1.05 |
| Time value: |
0.38 |
| Break-even: |
101.94 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
0.76 |
| Theta: |
-0.05 |
| Omega: |
5.19 |
| Rho: |
0.12 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-71.13% |
| YTD |
|
|
-73.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.36 |
| 1M High / 1M Low: |
2.80 |
1.36 |
| 6M High / 6M Low: |
6.11 |
1.36 |
| High (YTD): |
2024-03-14 |
6.11 |
| Low (YTD): |
2024-07-02 |
1.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.97% |
| Volatility 6M: |
|
111.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
