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BNP Paribas Put 130 EL 20.12.2024/  DE000PZ09JC8  /

Frankfurt Zert./BNP
16/07/2024  11:21:18 Chg.-0.010 Bid16/07/2024 Ask16/07/2024 Underlying Strike price Expiration date Option type
2.830EUR -0.35% 2.830
Bid Size: 10,500		 2.850
Ask Size: 10,500		 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: -3.25
Leverage: Yes

Calculated values

Fair value: 2.72
Intrinsic value: 2.66
Implied volatility: 0.46
Historic volatility: 0.39
Parity: 2.66
Time value: 0.19
Break-even: 90.78
Moneyness: 1.29
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.35%
Delta: -0.74
Theta: -0.02
Omega: -2.41
Rho: -0.42
 

Quote data

Open: 2.840
High: 2.860
Low: 2.830
Previous Close: 2.840
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.02%
1 Month  
+41.50%
3 Months  
+119.38%
YTD  
+143.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.840 2.620
1M High / 1M Low: 2.840 1.870
6M High / 6M Low: 2.840 0.750
High (YTD): 15/07/2024 2.840
Low (YTD): 13/03/2024 0.750
52W High: - -
52W Low: - -
Avg. price 1W:   2.734
Avg. volume 1W:   0.000
Avg. price 1M:   2.359
Avg. volume 1M:   0.000
Avg. price 6M:   1.437
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.87%
Volatility 6M:   124.89%
Volatility 1Y:   -
Volatility 3Y:   -