BNP Paribas Put 100 EL 20.09.2024
/ DE000PZ09H55
BNP Paribas Put 100 EL 20.09.2024/ DE000PZ09H55 /
9/6/2024 9:32:40 AM |
Chg.+0.230 |
Bid9/6/2024 |
Ask9/6/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.930EUR |
+32.86% |
0.930 Bid Size: 7,900 |
0.970 Ask Size: 7,900 |
Estee Lauder Compani... |
100.00 USD |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
11/10/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.69 |
Implied volatility: |
0.41 |
Historic volatility: |
0.38 |
Parity: |
0.69 |
Time value: |
0.05 |
Break-even: |
82.85 |
Moneyness: |
1.08 |
Premium: |
0.01 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
1.37% |
Delta: |
-0.81 |
Theta: |
-0.05 |
Omega: |
-9.17 |
Rho: |
-0.03 |
Quote data
Open: |
0.930 |
High: |
0.930 |
Low: |
0.930 |
Previous Close: |
0.700 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.09% |
1 Month |
|
|
-13.89% |
3 Months |
|
|
+416.67% |
YTD |
|
|
+190.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.700 |
1M High / 1M Low: |
1.410 |
0.630 |
6M High / 6M Low: |
1.410 |
0.100 |
High (YTD): |
8/13/2024 |
1.410 |
Low (YTD): |
5/17/2024 |
0.100 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.772 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.897 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.403 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
227.75% |
Volatility 6M: |
|
233.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |