BNP Paribas Put 150 EL 20.06.2025
/ DE000PC9XA68
BNP Paribas Put 150 EL 20.06.2025/ DE000PC9XA68 /
| 7/9/2024 9:21:11 AM |
Chg.-0.010 |
Bid7/9/2024 |
Ask7/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.220EUR |
-0.24% |
4.220
Bid Size: 3,500 |
4.250
Ask Size: 3,500 |
Estee Lauder Compani... |
150.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
PC9XA6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
5/15/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.07 |
| Intrinsic value: |
4.03 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.39 |
| Parity: |
4.03 |
| Time value: |
0.21 |
| Break-even: |
96.16 |
| Moneyness: |
1.41 |
| Premium: |
0.02 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
0.47% |
| Delta: |
-0.69 |
| Theta: |
-0.01 |
| Omega: |
-1.60 |
| Rho: |
-1.05 |
Quote data
| Open: |
4.210 |
| High: |
4.220 |
| Low: |
4.210 |
| Previous Close: |
4.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.09% |
| 1 Month |
|
|
+28.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.310 |
4.220 |
| 1M High / 1M Low: |
4.360 |
3.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.894 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
