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BNP Paribas Put 120 EL 20.12.2024/  DE000PZ09JB0  /

EUWAX
2024-11-12  9:22:32 AM Chg.0.00 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
5.24EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: -1.16
Leverage: Yes

Calculated values

Fair value: 5.20
Intrinsic value: 5.20
Implied volatility: 1.11
Historic volatility: 0.41
Parity: 5.20
Time value: 0.01
Break-even: 60.44
Moneyness: 1.86
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.19%
Delta: -0.94
Theta: -0.02
Omega: -1.09
Rho: -0.11
 

Quote data

Open: 5.24
High: 5.24
Low: 5.24
Previous Close: 5.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.38%
1 Month  
+128.82%
3 Months  
+75.25%
YTD  
+502.30%
1 Year  
+177.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.24 4.88
1M High / 1M Low: 5.24 2.32
6M High / 6M Low: 5.24 0.69
High (YTD): 2024-11-11 5.24
Low (YTD): 2024-03-14 0.54
52W High: 2024-11-11 5.24
52W Low: 2024-03-14 0.54
Avg. price 1W:   5.04
Avg. volume 1W:   0.00
Avg. price 1M:   3.55
Avg. volume 1M:   0.00
Avg. price 6M:   2.26
Avg. volume 6M:   0.00
Avg. price 1Y:   1.64
Avg. volume 1Y:   0.00
Volatility 1M:   193.08%
Volatility 6M:   126.61%
Volatility 1Y:   133.76%
Volatility 3Y:   -