BNP Paribas Call 95 EL 20.09.2024
/ DE000PZ09HN9
BNP Paribas Call 95 EL 20.09.2024/ DE000PZ09HN9 /
| 30/07/2024 09:47:23 |
Chg.-0.08 |
Bid20:32:22 |
Ask20:32:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-7.41% |
0.86
Bid Size: 28,800 |
0.87
Ask Size: 28,800 |
Estee Lauder Compani... |
95.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.39 |
| Parity: |
0.53 |
| Time value: |
0.48 |
| Break-even: |
97.91 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
1.00% |
| Delta: |
0.67 |
| Theta: |
-0.07 |
| Omega: |
6.14 |
| Rho: |
0.07 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
-42.86% |
| 3 Months |
|
|
-80.20% |
| YTD |
|
|
-81.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.08 |
0.92 |
| 1M High / 1M Low: |
1.47 |
0.81 |
| 6M High / 6M Low: |
6.11 |
0.81 |
| High (YTD): |
14/03/2024 |
6.11 |
| Low (YTD): |
19/07/2024 |
0.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.52% |
| Volatility 6M: |
|
121.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
