BNP Paribas Put 100 EL 16.01.2026
/ DE000PG2PYD2
BNP Paribas Put 100 EL 16.01.2026/ DE000PG2PYD2 /
| 2024-08-01 3:35:24 PM |
Chg.0.000 |
Bid3:35:51 PM |
Ask3:35:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.690EUR |
0.00% |
1.690
Bid Size: 1,800 |
1.700
Ask Size: 1,800 |
Estee Lauder Compani... |
100.00 USD |
2026-01-16 |
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: |
2026-01-16 |
| Issue date: |
2024-06-14 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.39 |
| Parity: |
0.04 |
| Time value: |
1.66 |
| Break-even: |
75.39 |
| Moneyness: |
1.00 |
| Premium: |
0.18 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.59% |
| Delta: |
-0.36 |
| Theta: |
-0.01 |
| Omega: |
-1.95 |
| Rho: |
-0.73 |
Quote data
| Open: |
1.680 |
| High: |
1.700 |
| Low: |
1.680 |
| Previous Close: |
1.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.81% |
| 1 Month |
|
|
+12.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.710 |
1.650 |
| 1M High / 1M Low: |
1.770 |
1.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.597 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
