BNP Paribas Put 130 EL 20.12.2024
/ DE000PZ09JC8
BNP Paribas Put 130 EL 20.12.2024/ DE000PZ09JC8 /
| 12/11/2024 09:22:32 |
Chg.0.00 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.17EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.17 |
| High: |
6.17 |
| Low: |
6.17 |
| Previous Close: |
6.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.65% |
| 1 Month |
|
|
+97.12% |
| 3 Months |
|
|
+53.48% |
| YTD |
|
|
+427.35% |
| 1 Year |
|
|
+153.91% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.17 |
5.84 |
| 1M High / 1M Low: |
6.17 |
3.16 |
| 6M High / 6M Low: |
6.17 |
1.02 |
| High (YTD): |
12/11/2024 |
6.17 |
| Low (YTD): |
14/03/2024 |
0.76 |
| 52W High: |
12/11/2024 |
6.17 |
| 52W Low: |
14/03/2024 |
0.76 |
| Avg. price 1W: |
|
6.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.20 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
148.25% |
| Volatility 6M: |
|
104.97% |
| Volatility 1Y: |
|
119.57% |
| Volatility 3Y: |
|
- |
