BNP Paribas Put 110 EL 21.03.2025
/ DE000PG4VUF9
BNP Paribas Put 110 EL 21.03.2025/ DE000PG4VUF9 /
| 8/1/2024 9:20:39 PM |
Chg.+0.180 |
Bid8/1/2024 |
Ask8/1/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.950EUR |
+10.17% |
1.950
Bid Size: 20,600 |
1.960
Ask Size: 20,600 |
Estee Lauder Compani... |
110.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
7/25/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.39 |
| Parity: |
0.96 |
| Time value: |
0.83 |
| Break-even: |
83.73 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
-0.51 |
| Theta: |
-0.02 |
| Omega: |
-2.62 |
| Rho: |
-0.41 |
Quote data
| Open: |
1.760 |
| High: |
1.990 |
| Low: |
1.760 |
| Previous Close: |
1.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.37% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
1.700 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
