BNP Paribas Put 130 EL 17.01.2025
/ DE000PZ09JG9
BNP Paribas Put 130 EL 17.01.2025/ DE000PZ09JG9 /
| 8/1/2024 9:44:50 AM |
Chg.-0.01 |
Bid7:50:22 PM |
Ask7:50:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.03EUR |
-0.33% |
3.34
Bid Size: 17,800 |
3.35
Ask Size: 17,800 |
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: |
-3.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.86 |
| Intrinsic value: |
2.81 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.39 |
| Parity: |
2.81 |
| Time value: |
0.23 |
| Break-even: |
89.71 |
| Moneyness: |
1.31 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
-0.73 |
| Theta: |
-0.02 |
| Omega: |
-2.20 |
| Rho: |
-0.45 |
Quote data
| Open: |
3.03 |
| High: |
3.03 |
| Low: |
3.03 |
| Previous Close: |
3.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.66% |
| 1 Month |
|
|
+20.24% |
| 3 Months |
|
|
+194.17% |
| YTD |
|
|
+148.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.05 |
2.84 |
| 1M High / 1M Low: |
3.20 |
2.50 |
| 6M High / 6M Low: |
3.20 |
0.82 |
| High (YTD): |
7/19/2024 |
3.20 |
| Low (YTD): |
3/14/2024 |
0.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.60 |
| Avg. volume 6M: |
|
94.49 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.77% |
| Volatility 6M: |
|
127.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
