BNP Paribas Put 110 EL 20.09.2024
/ DE000PZ09H63
BNP Paribas Put 110 EL 20.09.2024/ DE000PZ09H63 /
| 7/30/2024 9:47:23 AM |
Chg.+0.07 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
+6.25% |
-
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: |
-7.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.39 |
| Parity: |
0.86 |
| Time value: |
0.36 |
| Break-even: |
89.47 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
-0.63 |
| Theta: |
-0.06 |
| Omega: |
-4.80 |
| Rho: |
-0.10 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.71% |
| 1 Month |
|
|
+70.00% |
| 3 Months |
|
|
+395.83% |
| YTD |
|
|
+147.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.12 |
| 1M High / 1M Low: |
1.45 |
0.88 |
| 6M High / 6M Low: |
1.45 |
0.21 |
| High (YTD): |
7/19/2024 |
1.45 |
| Low (YTD): |
5/17/2024 |
0.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.54% |
| Volatility 6M: |
|
203.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
