BNP Paribas Put 130 EL 20.12.2024
/ DE000PZ09JC8
BNP Paribas Put 130 EL 20.12.2024/ DE000PZ09JC8 /
10/9/2024 9:29:10 AM |
Chg.-0.05 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.33EUR |
-1.48% |
- Bid Size: - |
- Ask Size: - |
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: |
-2.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.29 |
Intrinsic value: |
3.29 |
Implied volatility: |
0.55 |
Historic volatility: |
0.40 |
Parity: |
3.29 |
Time value: |
0.03 |
Break-even: |
85.24 |
Moneyness: |
1.38 |
Premium: |
0.00 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.01 |
Spread %: |
0.30% |
Delta: |
-0.88 |
Theta: |
-0.02 |
Omega: |
-2.27 |
Rho: |
-0.21 |
Quote data
Open: |
3.33 |
High: |
3.33 |
Low: |
3.33 |
Previous Close: |
3.38 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.18% |
1 Month |
|
|
-12.37% |
3 Months |
|
|
+35.92% |
YTD |
|
|
+184.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.38 |
3.04 |
1M High / 1M Low: |
4.12 |
2.63 |
6M High / 6M Low: |
4.12 |
0.91 |
High (YTD): |
9/12/2024 |
4.12 |
Low (YTD): |
3/14/2024 |
0.76 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.17 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.54 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.44 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.10% |
Volatility 6M: |
|
114.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |