BNP Paribas Put 130 EL 17.01.2025
/ DE000PZ09JG9
BNP Paribas Put 130 EL 17.01.2025/ DE000PZ09JG9 /
| 10/11/2024 10:50:44 AM |
Chg.0.000 |
Bid10/11/2024 |
Ask10/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.270EUR |
0.00% |
3.270
Bid Size: 9,100 |
3.350
Ask Size: 9,100 |
Estee Lauder Compani... |
130.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
11/10/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.21 |
| Intrinsic value: |
3.21 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.40 |
| Parity: |
3.21 |
| Time value: |
0.16 |
| Break-even: |
85.20 |
| Moneyness: |
1.37 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
-0.80 |
| Theta: |
-0.03 |
| Omega: |
-2.05 |
| Rho: |
-0.28 |
Quote data
| Open: |
3.270 |
| High: |
3.280 |
| Low: |
3.270 |
| Previous Close: |
3.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.48% |
| 1 Month |
|
|
-21.39% |
| 3 Months |
|
|
+15.96% |
| YTD |
|
|
+168.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.380 |
3.160 |
| 1M High / 1M Low: |
4.160 |
2.730 |
| 6M High / 6M Low: |
4.160 |
0.990 |
| High (YTD): |
9/11/2024 |
4.160 |
| Low (YTD): |
3/13/2024 |
0.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.488 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.540 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.01% |
| Volatility 6M: |
|
97.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
