BNP Paribas Put 110 EL 21.03.2025
/ DE000PG4VUF9
BNP Paribas Put 110 EL 21.03.2025/ DE000PG4VUF9 /
2024-09-06 9:50:41 PM |
Chg.+0.150 |
Bid9:59:14 PM |
Ask9:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.290EUR |
+7.01% |
2.310 Bid Size: 12,900 |
2.320 Ask Size: 12,900 |
Estee Lauder Compani... |
110.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
PG4VUF |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-07-25 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.17 |
Intrinsic value: |
2.03 |
Implied volatility: |
0.46 |
Historic volatility: |
0.38 |
Parity: |
2.03 |
Time value: |
0.29 |
Break-even: |
76.03 |
Moneyness: |
1.26 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.43% |
Delta: |
-0.68 |
Theta: |
-0.02 |
Omega: |
-2.30 |
Rho: |
-0.41 |
Quote data
Open: |
2.120 |
High: |
2.310 |
Low: |
2.100 |
Previous Close: |
2.140 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+12.81% |
1 Month |
|
|
+2.69% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.290 |
1.950 |
1M High / 1M Low: |
2.550 |
1.860 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.076 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.094 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |