BNP Paribas Put 140 EL 20.12.2024
/ DE000PN8Y4Q7
BNP Paribas Put 140 EL 20.12.2024/ DE000PN8Y4Q7 /
| 8/14/2024 9:01:32 AM |
Chg.-0.48 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.42EUR |
-9.80% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-1.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.37 |
| Intrinsic value: |
4.37 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.39 |
| Parity: |
4.37 |
| Time value: |
0.08 |
| Break-even: |
82.82 |
| Moneyness: |
1.52 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
-0.83 |
| Theta: |
-0.02 |
| Omega: |
-1.56 |
| Rho: |
-0.40 |
Quote data
| Open: |
4.42 |
| High: |
4.42 |
| Low: |
4.42 |
| Previous Close: |
4.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.79% |
| 1 Month |
|
|
+23.12% |
| 3 Months |
|
|
+176.25% |
| YTD |
|
|
+190.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.90 |
4.30 |
| 1M High / 1M Low: |
4.90 |
3.50 |
| 6M High / 6M Low: |
4.90 |
1.05 |
| High (YTD): |
8/13/2024 |
4.90 |
| Low (YTD): |
3/14/2024 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.44% |
| Volatility 6M: |
|
112.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
