BNP Paribas Put 100 EL 20.06.2025
/ DE000PG2PYB6
BNP Paribas Put 100 EL 20.06.2025/ DE000PG2PYB6 /
| 15/08/2024 19:50:38 |
Chg.-0.200 |
Bid19:50:42 |
Ask19:50:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.540EUR |
-11.49% |
1.540
Bid Size: 19,000 |
1.550
Ask Size: 19,000 |
Estee Lauder Compani... |
100.00 USD |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
14/06/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.39 |
| Parity: |
0.76 |
| Time value: |
1.00 |
| Break-even: |
73.21 |
| Moneyness: |
1.09 |
| Premium: |
0.12 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
-0.46 |
| Theta: |
-0.02 |
| Omega: |
-2.19 |
| Rho: |
-0.47 |
Quote data
| Open: |
1.720 |
| High: |
1.740 |
| Low: |
1.540 |
| Previous Close: |
1.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.48% |
| 1 Month |
|
|
+13.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.020 |
1.740 |
| 1M High / 1M Low: |
2.020 |
1.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.555 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
