BNP Paribas Put 130 EL 20.09.2024
/ DE000PZ09H89
BNP Paribas Put 130 EL 20.09.2024/ DE000PZ09H89 /
| 7/16/2024 9:50:38 PM |
Chg.+0.030 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.740EUR |
+1.11% |
2.720
Bid Size: 11,000 |
2.730
Ask Size: 11,000 |
Estee Lauder Compani... |
130.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
PZ09H8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.66 |
| Intrinsic value: |
2.66 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.39 |
| Parity: |
2.66 |
| Time value: |
0.06 |
| Break-even: |
92.08 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
-0.85 |
| Theta: |
-0.02 |
| Omega: |
-2.90 |
| Rho: |
-0.19 |
Quote data
| Open: |
2.710 |
| High: |
2.770 |
| Low: |
2.620 |
| Previous Close: |
2.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.48% |
| 1 Month |
|
|
+56.57% |
| 3 Months |
|
|
+176.77% |
| YTD |
|
|
+185.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.710 |
2.480 |
| 1M High / 1M Low: |
2.710 |
1.600 |
| 6M High / 6M Low: |
2.710 |
0.510 |
| High (YTD): |
7/15/2024 |
2.710 |
| Low (YTD): |
3/13/2024 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.159 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.168 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.19% |
| Volatility 6M: |
|
162.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
