BNP Paribas Put 130 EL 20.12.2024
/ DE000PZ09JC8
BNP Paribas Put 130 EL 20.12.2024/ DE000PZ09JC8 /
02/08/2024 11:50:41 |
Chg.+0.050 |
Bid02/08/2024 |
Ask02/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
3.260EUR |
+1.56% |
3.260 Bid Size: 9,200 |
3.280 Ask Size: 9,200 |
Estee Lauder Compani... |
130.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
10/11/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.05 |
Intrinsic value: |
3.05 |
Implied volatility: |
0.51 |
Historic volatility: |
0.39 |
Parity: |
3.05 |
Time value: |
0.17 |
Break-even: |
88.32 |
Moneyness: |
1.34 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.31% |
Delta: |
-0.76 |
Theta: |
-0.02 |
Omega: |
-2.14 |
Rho: |
-0.39 |
Quote data
Open: |
3.240 |
High: |
3.280 |
Low: |
3.240 |
Previous Close: |
3.210 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.41% |
1 Month |
|
|
+28.85% |
3 Months |
|
|
+167.21% |
YTD |
|
|
+181.03% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.210 |
2.880 |
1M High / 1M Low: |
3.210 |
2.460 |
6M High / 6M Low: |
3.210 |
0.750 |
High (YTD): |
01/08/2024 |
3.210 |
Low (YTD): |
13/03/2024 |
0.750 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.000 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.812 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.564 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.81% |
Volatility 6M: |
|
123.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |