BNP Paribas Put 100 EL 20.09.2024
/ DE000PZ09H55
BNP Paribas Put 100 EL 20.09.2024/ DE000PZ09H55 /
| 05/07/2024 21:50:23 |
Chg.-0.020 |
Bid05/07/2024 |
Ask05/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-4.17% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
100.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
PZ09H5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.39 |
| Parity: |
-0.59 |
| Time value: |
0.47 |
| Break-even: |
87.56 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
-0.33 |
| Theta: |
-0.04 |
| Omega: |
-6.84 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.470 |
| High: |
0.500 |
| Low: |
0.460 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
+119.05% |
| 3 Months |
|
|
+170.59% |
| YTD |
|
|
+43.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.460 |
| 1M High / 1M Low: |
0.520 |
0.220 |
| 6M High / 6M Low: |
0.580 |
0.100 |
| High (YTD): |
17/01/2024 |
0.580 |
| Low (YTD): |
16/05/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.347 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.253 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.88% |
| Volatility 6M: |
|
210.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
