BNP Paribas Put 100 EL 20.06.2025
/ DE000PG2PYB6
BNP Paribas Put 100 EL 20.06.2025/ DE000PG2PYB6 /
| 9/6/2024 9:50:41 PM |
Chg.+0.120 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.790EUR |
+7.19% |
1.810
Bid Size: 10,600 |
1.820
Ask Size: 10,600 |
Estee Lauder Compani... |
100.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
PG2PYB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
6/14/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.38 |
| Parity: |
1.13 |
| Time value: |
0.69 |
| Break-even: |
72.01 |
| Moneyness: |
1.14 |
| Premium: |
0.09 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.55% |
| Delta: |
-0.52 |
| Theta: |
-0.02 |
| Omega: |
-2.27 |
| Rho: |
-0.47 |
Quote data
| Open: |
1.660 |
| High: |
1.810 |
| Low: |
1.640 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.29% |
| 1 Month |
|
|
+0.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.790 |
1.520 |
| 1M High / 1M Low: |
2.020 |
1.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.644 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
