BNP Paribas Put 150 EL 20.12.2024
/ DE000PN60CB4
BNP Paribas Put 150 EL 20.12.2024/ DE000PN60CB4 /
| 7/30/2024 9:50:32 PM |
Chg.+0.160 |
Bid9:57:13 PM |
Ask9:57:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.740EUR |
+3.49% |
4.730
Bid Size: 6,300 |
4.740
Ask Size: 6,300 |
Estee Lauder Compani... |
150.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
PN60CB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
8/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.55 |
| Intrinsic value: |
4.55 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.39 |
| Parity: |
4.55 |
| Time value: |
0.06 |
| Break-even: |
92.54 |
| Moneyness: |
1.49 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
-0.83 |
| Theta: |
-0.02 |
| Omega: |
-1.67 |
| Rho: |
-0.48 |
Quote data
| Open: |
4.610 |
| High: |
4.860 |
| Low: |
4.590 |
| Previous Close: |
4.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.60% |
| 1 Month |
|
|
+13.67% |
| 3 Months |
|
|
+164.80% |
| YTD |
|
|
+145.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.660 |
4.580 |
| 1M High / 1M Low: |
4.890 |
4.080 |
| 6M High / 6M Low: |
4.890 |
1.380 |
| High (YTD): |
7/18/2024 |
4.890 |
| Low (YTD): |
3/13/2024 |
1.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.432 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.643 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.02% |
| Volatility 6M: |
|
107.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
