BNP Paribas Put 140 EL 20.12.2024
/ DE000PN8Y4Q7
BNP Paribas Put 140 EL 20.12.2024/ DE000PN8Y4Q7 /
| 2024-07-30 9:50:40 PM |
Chg.+0.160 |
Bid9:56:41 PM |
Ask9:56:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.870EUR |
+4.31% |
3.850
Bid Size: 7,700 |
3.860
Ask Size: 7,700 |
Estee Lauder Compani... |
140.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PN8Y4Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.63 |
| Intrinsic value: |
3.63 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.39 |
| Parity: |
3.63 |
| Time value: |
0.11 |
| Break-even: |
92.00 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
-0.80 |
| Theta: |
-0.02 |
| Omega: |
-1.98 |
| Rho: |
-0.44 |
Quote data
| Open: |
3.730 |
| High: |
3.980 |
| Low: |
3.720 |
| Previous Close: |
3.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.20% |
| 1 Month |
|
|
+16.57% |
| 3 Months |
|
|
+188.81% |
| YTD |
|
|
+154.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.790 |
3.710 |
| 1M High / 1M Low: |
4.010 |
3.240 |
| 6M High / 6M Low: |
4.010 |
1.030 |
| High (YTD): |
2024-07-18 |
4.010 |
| Low (YTD): |
2024-03-13 |
1.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.574 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.048 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.53% |
| Volatility 6M: |
|
115.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
