BNP Paribas Put 110 EL 18.06.2026
/ DE000PG42P16
BNP Paribas Put 110 EL 18.06.2026/ DE000PG42P16 /
2024-09-06 9:34:53 AM |
Chg.+0.14 |
Bid11:05:47 AM |
Ask11:05:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.69EUR |
+5.49% |
2.69 Bid Size: 7,000 |
2.76 Ask Size: 7,000 |
Estee Lauder Compani... |
110.00 USD |
2026-06-18 |
Put |
Master data
WKN: |
PG42P1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 USD |
Maturity: |
2026-06-18 |
Issue date: |
2024-07-29 |
Last trading day: |
2026-06-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.41 |
Intrinsic value: |
1.79 |
Implied volatility: |
0.45 |
Historic volatility: |
0.38 |
Parity: |
1.79 |
Time value: |
0.92 |
Break-even: |
71.90 |
Moneyness: |
1.22 |
Premium: |
0.11 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.74% |
Delta: |
-0.47 |
Theta: |
-0.01 |
Omega: |
-1.41 |
Rho: |
-1.16 |
Quote data
Open: |
2.69 |
High: |
2.69 |
Low: |
2.69 |
Previous Close: |
2.55 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.75% |
1 Month |
|
|
-0.74% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.67 |
2.55 |
1M High / 1M Low: |
2.95 |
2.48 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.59 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.63 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
55.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |