BNP Paribas Put 110 EL 20.09.2024
/ DE000PZ09H63
BNP Paribas Put 110 EL 20.09.2024/ DE000PZ09H63 /
9/5/2024 9:34:33 AM |
Chg.-0.03 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.57EUR |
-1.88% |
- Bid Size: - |
- Ask Size: - |
Estee Lauder Compani... |
110.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
PZ09H6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 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: |
-5.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.59 |
Intrinsic value: |
1.59 |
Implied volatility: |
0.55 |
Historic volatility: |
0.38 |
Parity: |
1.59 |
Time value: |
0.01 |
Break-even: |
83.28 |
Moneyness: |
1.19 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.63% |
Delta: |
-0.93 |
Theta: |
-0.03 |
Omega: |
-4.86 |
Rho: |
-0.04 |
Quote data
Open: |
1.57 |
High: |
1.57 |
Low: |
1.57 |
Previous Close: |
1.60 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.78% |
1 Month |
|
|
-10.29% |
3 Months |
|
|
+313.16% |
YTD |
|
|
+227.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.80 |
1.57 |
1M High / 1M Low: |
2.20 |
1.44 |
6M High / 6M Low: |
2.20 |
0.21 |
High (YTD): |
8/13/2024 |
2.20 |
Low (YTD): |
5/17/2024 |
0.21 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.64 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.69 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.76 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.99% |
Volatility 6M: |
|
196.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |