BNP Paribas Put 110 EL 21.03.2025
/ DE000PG4VUF9
BNP Paribas Put 110 EL 21.03.2025/ DE000PG4VUF9 /
| 10/10/2024 9:50:44 PM |
Chg.-0.070 |
Bid9:53:02 PM |
Ask9:53:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.870EUR |
-3.61% |
1.860
Bid Size: 13,600 |
1.870
Ask Size: 13,600 |
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: |
-4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.40 |
| Parity: |
1.49 |
| Time value: |
0.45 |
| Break-even: |
81.13 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
-0.62 |
| Theta: |
-0.02 |
| Omega: |
-2.75 |
| Rho: |
-0.32 |
Quote data
| Open: |
1.940 |
| High: |
1.950 |
| Low: |
1.870 |
| Previous Close: |
1.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.63% |
| 1 Month |
|
|
-24.60% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.940 |
1.810 |
| 1M High / 1M Low: |
2.540 |
1.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
