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BNP Paribas Put 150 EL 20.12.2024/  DE000PN60CB4  /

EUWAX
8/15/2024  9:07:04 AM Chg.-0.04 Bid2:18:21 PM Ask2:18:21 PM Underlying Strike price Expiration date Option type
5.27EUR -0.75% 5.27
Bid Size: 5,600		 5.29
Ask Size: 5,600		 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: -1.56
Leverage: Yes

Calculated values

Fair value: 5.30
Intrinsic value: 5.30
Implied volatility: 0.67
Historic volatility: 0.39
Parity: 5.30
Time value: 0.05
Break-even: 82.72
Moneyness: 1.64
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.19%
Delta: -0.85
Theta: -0.02
Omega: -1.32
Rho: -0.43
 

Quote data

Open: 5.27
High: 5.27
Low: 5.27
Previous Close: 5.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.41%
1 Month  
+20.60%
3 Months  
+142.86%
YTD  
+173.06%
1 Year  
+217.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.81 5.31
1M High / 1M Low: 5.81 4.37
6M High / 6M Low: 5.81 1.40
High (YTD): 8/13/2024 5.81
Low (YTD): 3/14/2024 1.40
52W High: 8/13/2024 5.81
52W Low: 3/14/2024 1.40
Avg. price 1W:   5.50
Avg. volume 1W:   0.00
Avg. price 1M:   4.90
Avg. volume 1M:   0.00
Avg. price 6M:   2.91
Avg. volume 6M:   0.00
Avg. price 1Y:   2.68
Avg. volume 1Y:   0.00
Volatility 1M:   58.43%
Volatility 6M:   103.18%
Volatility 1Y:   110.19%
Volatility 3Y:   -