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BNP Paribas Put 120 EL 20.12.2024/  DE000PZ09JB0  /

Frankfurt Zert./BNP
2024-07-30  9:50:27 PM Chg.+0.140 Bid9:59:02 PM Ask9:59:02 PM Underlying Strike price Expiration date Option type
2.260EUR +6.60% 2.250
Bid Size: 13,300		 2.260
Ask Size: 13,300		 Estee Lauder Compani... 120.00 USD 2024-12-20 Put
 

Master data

WKN: PZ09JB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 120.00 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: -4.33
Leverage: Yes

Calculated values

Fair value: 2.00
Intrinsic value: 1.78
Implied volatility: 0.46
Historic volatility: 0.39
Parity: 1.78
Time value: 0.37
Break-even: 89.41
Moneyness: 1.19
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.47%
Delta: -0.66
Theta: -0.03
Omega: -2.86
Rho: -0.32
 

Quote data

Open: 2.140
High: 2.340
Low: 2.130
Previous Close: 2.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.63%
1 Month  
+22.83%
3 Months  
+237.31%
YTD  
+159.77%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.200 2.120
1M High / 1M Low: 2.390 1.780
6M High / 6M Low: 2.390 0.520
High (YTD): 2024-07-18 2.390
Low (YTD): 2024-03-13 0.520
52W High: - -
52W Low: - -
Avg. price 1W:   2.154
Avg. volume 1W:   0.000
Avg. price 1M:   2.032
Avg. volume 1M:   0.000
Avg. price 6M:   1.092
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.29%
Volatility 6M:   134.52%
Volatility 1Y:   -
Volatility 3Y:   -