BNP Paribas Put 130 EL 20.12.2024
/ DE000PZ09JC8
BNP Paribas Put 130 EL 20.12.2024/ DE000PZ09JC8 /
| 12/11/2024 21:50:39 |
Chg.+0.190 |
Bid21:55:10 |
Ask21:55:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.320EUR |
+3.10% |
6.330
Bid Size: 4,700 |
6.340
Ask Size: 4,700 |
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: |
-0.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.13 |
| Intrinsic value: |
6.13 |
| Implied volatility: |
1.24 |
| Historic volatility: |
0.41 |
| Parity: |
6.13 |
| Time value: |
0.02 |
| Break-even: |
60.42 |
| Moneyness: |
2.01 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.16% |
| Delta: |
-0.94 |
| Theta: |
-0.03 |
| Omega: |
-0.93 |
| Rho: |
-0.12 |
Quote data
| Open: |
6.160 |
| High: |
6.380 |
| Low: |
6.110 |
| Previous Close: |
6.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.03% |
| 1 Month |
|
|
+101.92% |
| 3 Months |
|
|
+55.28% |
| YTD |
|
|
+444.83% |
| 1 Year |
|
|
+164.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.180 |
5.850 |
| 1M High / 1M Low: |
6.180 |
3.300 |
| 6M High / 6M Low: |
6.180 |
1.010 |
| High (YTD): |
06/11/2024 |
6.180 |
| Low (YTD): |
13/03/2024 |
0.750 |
| 52W High: |
06/11/2024 |
6.180 |
| 52W Low: |
13/03/2024 |
0.750 |
| Avg. price 1W: |
|
6.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.595 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.055 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.214 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
150.42% |
| Volatility 6M: |
|
102.22% |
| Volatility 1Y: |
|
116.61% |
| Volatility 3Y: |
|
- |
