BNP Paribas Put 140 EL 20.12.2024
/ DE000PN8Y4Q7
BNP Paribas Put 140 EL 20.12.2024/ DE000PN8Y4Q7 /
| 7/31/2024 8:57:31 AM |
Chg.+0.10 |
Bid4:20:41 PM |
Ask4:20:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.83EUR |
+2.68% |
3.80
Bid Size: 15,600 |
3.81
Ask Size: 15,600 |
Estee Lauder Compani... |
140.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.75 |
| Intrinsic value: |
3.75 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.39 |
| Parity: |
3.75 |
| Time value: |
0.11 |
| Break-even: |
90.84 |
| Moneyness: |
1.41 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.26% |
| Delta: |
-0.80 |
| Theta: |
-0.02 |
| Omega: |
-1.91 |
| Rho: |
-0.44 |
Quote data
| Open: |
3.83 |
| High: |
3.83 |
| Low: |
3.83 |
| Previous Close: |
3.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.22% |
| 1 Month |
|
|
+32.07% |
| 3 Months |
|
|
+187.97% |
| YTD |
|
|
+151.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.81 |
3.64 |
| 1M High / 1M Low: |
4.00 |
3.22 |
| 6M High / 6M Low: |
4.00 |
1.05 |
| High (YTD): |
7/19/2024 |
4.00 |
| Low (YTD): |
3/14/2024 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.90% |
| Volatility 6M: |
|
119.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
