BNP Paribas Put 130 EL 20.09.2024
/ DE000PZ09H89
BNP Paribas Put 130 EL 20.09.2024/ DE000PZ09H89 /
7/9/2024 9:21:02 AM |
Chg.0.000 |
Bid7/9/2024 |
Ask7/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.270EUR |
0.00% |
2.270 Bid Size: 6,550 |
2.290 Ask Size: 6,550 |
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: |
-4.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.23 |
Intrinsic value: |
2.18 |
Implied volatility: |
0.44 |
Historic volatility: |
0.39 |
Parity: |
2.18 |
Time value: |
0.10 |
Break-even: |
97.28 |
Moneyness: |
1.22 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.44% |
Delta: |
-0.81 |
Theta: |
-0.03 |
Omega: |
-3.50 |
Rho: |
-0.21 |
Quote data
Open: |
2.260 |
High: |
2.270 |
Low: |
2.250 |
Previous Close: |
2.270 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.99% |
1 Month |
|
|
+70.68% |
3 Months |
|
|
+233.82% |
YTD |
|
|
+136.46% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.340 |
2.270 |
1M High / 1M Low: |
2.400 |
1.400 |
6M High / 6M Low: |
2.400 |
0.510 |
High (YTD): |
7/1/2024 |
2.400 |
Low (YTD): |
3/13/2024 |
0.510 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.300 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.923 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.115 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.00% |
Volatility 6M: |
|
163.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |