BNP Paribas Put 150 EL 20.09.2024
/ DE000PN60B69
BNP Paribas Put 150 EL 20.09.2024/ DE000PN60B69 /
2024-07-08 9:50:27 PM |
Chg.0.000 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.040EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Estee Lauder Compani... |
150.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
PN60B6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-08-11 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.03 |
Intrinsic value: |
4.03 |
Implied volatility: |
0.54 |
Historic volatility: |
0.39 |
Parity: |
4.03 |
Time value: |
0.01 |
Break-even: |
98.16 |
Moneyness: |
1.41 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.01 |
Spread %: |
0.25% |
Delta: |
-0.89 |
Theta: |
-0.02 |
Omega: |
-2.18 |
Rho: |
-0.26 |
Quote data
Open: |
4.120 |
High: |
4.120 |
Low: |
3.960 |
Previous Close: |
4.040 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-1.94% |
1 Month |
|
|
+44.80% |
3 Months |
|
|
+180.56% |
YTD |
|
|
+137.65% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.120 |
4.040 |
1M High / 1M Low: |
4.190 |
2.900 |
6M High / 6M Low: |
4.190 |
1.080 |
High (YTD): |
2024-07-01 |
4.190 |
Low (YTD): |
2024-03-13 |
1.080 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.066 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.612 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.185 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.31% |
Volatility 6M: |
|
136.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |