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BNP Paribas Put 130 EL 17.01.2025/  DE000PZ09JG9  /

EUWAX
14/11/2024  09:29:14 Chg.+0.02 Bid10:03:44 Ask10:03:44 Underlying Strike price Expiration date Option type
6.38EUR +0.31% 6.36
Bid Size: 1,175		 6.44
Ask Size: 1,175		 Estee Lauder Compani... 130.00 USD 17/01/2025 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: 17/01/2025
Issue date: 10/11/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -0.93
Leverage: Yes

Calculated values

Fair value: 6.35
Intrinsic value: 6.35
Implied volatility: 1.09
Historic volatility: 0.41
Parity: 6.35
Time value: 0.03
Break-even: 59.24
Moneyness: 2.07
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.16%
Delta: -0.91
Theta: -0.02
Omega: -0.85
Rho: -0.21
 

Quote data

Open: 6.38
High: 6.38
Low: 6.38
Previous Close: 6.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.91%
1 Month  
+100.63%
3 Months  
+78.71%
YTD  
+422.95%
1 Year  
+219.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.36 5.89
1M High / 1M Low: 6.36 3.18
6M High / 6M Low: 6.36 1.11
High (YTD): 13/11/2024 6.36
Low (YTD): 14/03/2024 0.82
52W High: 13/11/2024 6.36
52W Low: 14/03/2024 0.82
Avg. price 1W:   6.15
Avg. volume 1W:   0.00
Avg. price 1M:   4.61
Avg. volume 1M:   0.00
Avg. price 6M:   3.11
Avg. volume 6M:   0.00
Avg. price 1Y:   2.26
Avg. volume 1Y:   47.06
Volatility 1M:   143.23%
Volatility 6M:   100.61%
Volatility 1Y:   115.45%
Volatility 3Y:   -