BNP Paribas Put 130 EL 20.12.2024
/ DE000PZ09JC8
BNP Paribas Put 130 EL 20.12.2024/ DE000PZ09JC8 /
| 2024-07-08 9:50:35 PM |
Chg.-0.010 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.460EUR |
-0.40% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
130.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PZ09JC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
2.18 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.39 |
| Parity: |
2.18 |
| Time value: |
0.29 |
| Break-even: |
95.38 |
| Moneyness: |
1.22 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.41% |
| Delta: |
-0.69 |
| Theta: |
-0.02 |
| Omega: |
-2.75 |
| Rho: |
-0.42 |
Quote data
| Open: |
2.520 |
| High: |
2.520 |
| Low: |
2.410 |
| Previous Close: |
2.470 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.77% |
| 1 Month |
|
|
+50.92% |
| 3 Months |
|
|
+153.61% |
| YTD |
|
|
+112.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.530 |
2.460 |
| 1M High / 1M Low: |
2.580 |
1.700 |
| 6M High / 6M Low: |
2.580 |
0.750 |
| High (YTD): |
2024-07-01 |
2.580 |
| Low (YTD): |
2024-03-13 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.388 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.57% |
| Volatility 6M: |
|
126.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
