BNP Paribas Call 95 EL 20.09.2024
/ DE000PZ09HN9
BNP Paribas Call 95 EL 20.09.2024/ DE000PZ09HN9 /
| 9/6/2024 9:32:40 AM |
Chg.-0.090 |
Bid9:30:16 PM |
Ask9:30:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
-56.25% |
0.065
Bid Size: 18,400 |
0.091
Ask Size: 18,400 |
Estee Lauder Compani... |
95.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
73.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.38 |
| Parity: |
-0.44 |
| Time value: |
0.11 |
| Break-even: |
86.60 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
4.60 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
0.28 |
| Theta: |
-0.08 |
| Omega: |
20.48 |
| Rho: |
0.01 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.67% |
| 1 Month |
|
|
-89.23% |
| 3 Months |
|
|
-97.53% |
| YTD |
|
|
-98.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.120 |
| 1M High / 1M Low: |
0.650 |
0.120 |
| 6M High / 6M Low: |
6.110 |
0.120 |
| High (YTD): |
3/14/2024 |
6.110 |
| Low (YTD): |
8/30/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.714 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
386.86% |
| Volatility 6M: |
|
190.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
