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BNP Paribas Put 130 EL 20.12.2024/  DE000PZ09JC8  /

Frankfurt Zert./BNP
10/18/2024  12:50:46 PM Chg.-0.120 Bid1:12:27 PM Ask1:12:27 PM Underlying Strike price Expiration date Option type
3.500EUR -3.31% 3.520
Bid Size: 8,500		 3.600
Ask Size: 8,500		 Estee Lauder Compani... 130.00 USD 12/20/2024 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: 12/20/2024
Issue date: 11/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.31
Leverage: Yes

Calculated values

Fair value: 3.61
Intrinsic value: 3.61
Implied volatility: 0.62
Historic volatility: 0.41
Parity: 3.61
Time value: 0.03
Break-even: 83.65
Moneyness: 1.43
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.28%
Delta: -0.89
Theta: -0.02
Omega: -2.06
Rho: -0.19
 

Quote data

Open: 3.620
High: 3.620
Low: 3.450
Previous Close: 3.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.82%
1 Month
  -8.14%
3 Months  
+10.41%
YTD  
+201.72%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.620 3.130
1M High / 1M Low: 4.060 2.690
6M High / 6M Low: 4.160 0.920
High (YTD): 9/11/2024 4.160
Low (YTD): 3/13/2024 0.750
52W High: - -
52W Low: - -
Avg. price 1W:   3.440
Avg. volume 1W:   0.000
Avg. price 1M:   3.334
Avg. volume 1M:   0.000
Avg. price 6M:   2.582
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.19%
Volatility 6M:   95.74%
Volatility 1Y:   -
Volatility 3Y:   -