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BNP Paribas Put 130 EL 17.01.2025/  DE000PZ09JG9  /

Frankfurt Zert./BNP
2024-07-08  9:50:36 PM Chg.-0.010 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
2.510EUR -0.40% 2.520
Bid Size: 11,900		 2.530
Ask Size: 11,900		 Estee Lauder Compani... 130.00 USD 2025-01-17 Put
 

Master data

WKN: PZ09JG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 130.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.90
Leverage: Yes

Calculated values

Fair value: 2.44
Intrinsic value: 2.18
Implied volatility: 0.42
Historic volatility: 0.39
Parity: 2.18
Time value: 0.34
Break-even: 94.88
Moneyness: 1.22
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.40%
Delta: -0.67
Theta: -0.02
Omega: -2.61
Rho: -0.48
 

Quote data

Open: 2.570
High: 2.570
Low: 2.460
Previous Close: 2.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.71%
1 Month  
+47.65%
3 Months  
+151.00%
YTD  
+105.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.580 2.510
1M High / 1M Low: 2.630 1.770
6M High / 6M Low: 2.630 0.810
High (YTD): 2024-07-01 2.630
Low (YTD): 2024-03-13 0.810
52W High: - -
52W Low: - -
Avg. price 1W:   2.536
Avg. volume 1W:   0.000
Avg. price 1M:   2.213
Avg. volume 1M:   0.000
Avg. price 6M:   1.449
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.96%
Volatility 6M:   120.32%
Volatility 1Y:   -
Volatility 3Y:   -