BNP Paribas Put 100 EL 16.01.2026
/ DE000PG2PYD2
BNP Paribas Put 100 EL 16.01.2026/ DE000PG2PYD2 /
| 12/11/2024 21:50:28 |
Chg.+0.140 |
Bid21:55:15 |
Ask21:55:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.660EUR |
+3.98% |
3.670
Bid Size: 8,100 |
3.690
Ask Size: 8,100 |
Estee Lauder Compani... |
100.00 USD |
16/01/2026 |
Put |
Master data
| WKN: |
PG2PYD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
14/06/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.32 |
| Intrinsic value: |
3.32 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.41 |
| Parity: |
3.32 |
| Time value: |
0.21 |
| Break-even: |
58.48 |
| Moneyness: |
1.55 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-1.16 |
| Rho: |
-0.90 |
Quote data
| Open: |
3.530 |
| High: |
3.710 |
| Low: |
3.490 |
| Previous Close: |
3.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.57% |
| 1 Month |
|
|
+107.95% |
| 3 Months |
|
|
+62.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.550 |
3.310 |
| 1M High / 1M Low: |
3.550 |
1.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.544 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
