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BNP Paribas Put 110 EL 20.12.2024/  DE000PZ09JA2  /

Frankfurt Zert./BNP
2024-07-30  9:50:27 PM Chg.+0.120 Bid9:59:02 PM Ask9:59:02 PM Underlying Strike price Expiration date Option type
1.590EUR +8.16% 1.580
Bid Size: 12,900		 1.590
Ask Size: 12,900		 Estee Lauder Compani... 110.00 USD 2024-12-20 Put
 

Master data

WKN: PZ09JA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 110.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.21
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.86
Implied volatility: 0.46
Historic volatility: 0.39
Parity: 0.86
Time value: 0.64
Break-even: 86.67
Moneyness: 1.09
Premium: 0.07
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 0.67%
Delta: -0.54
Theta: -0.03
Omega: -3.38
Rho: -0.26
 

Quote data

Open: 1.490
High: 1.650
Low: 1.480
Previous Close: 1.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.00%
1 Month  
+26.19%
3 Months  
+261.36%
YTD  
+148.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.540 1.470
1M High / 1M Low: 1.700 1.210
6M High / 6M Low: 1.700 0.350
High (YTD): 2024-07-18 1.700
Low (YTD): 2024-03-13 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   1.498
Avg. volume 1W:   0.000
Avg. price 1M:   1.407
Avg. volume 1M:   0.000
Avg. price 6M:   0.741
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.61%
Volatility 6M:   142.91%
Volatility 1Y:   -
Volatility 3Y:   -