OverviewChartNewsTraderScreen

BNP Paribas Put 160 EL 17.01.2025/  DE000PN60CH1  /

EUWAX
8/15/2024  9:07:07 AM Chg.-0.04 Bid9:24:14 PM Ask9:24:14 PM Underlying Strike price Expiration date Option type
6.17EUR -0.64% 5.91
Bid Size: 10,000		 5.92
Ask Size: 10,000		 Estee Lauder Compani... 160.00 USD 1/17/2025 Put
 

Master data

WKN: PN60CH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 160.00 USD
Maturity: 1/17/2025
Issue date: 8/11/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.33
Leverage: Yes

Calculated values

Fair value: 6.21
Intrinsic value: 6.21
Implied volatility: 0.69
Historic volatility: 0.39
Parity: 6.21
Time value: 0.04
Break-even: 82.80
Moneyness: 1.75
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 0.16%
Delta: -0.84
Theta: -0.02
Omega: -1.12
Rho: -0.56
 

Quote data

Open: 6.17
High: 6.17
Low: 6.17
Previous Close: 6.21
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.06%
1 Month  
+17.08%
3 Months  
+114.98%
YTD  
+150.81%
1 Year  
+196.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.71 6.21
1M High / 1M Low: 6.71 5.27
6M High / 6M Low: 6.71 1.98
High (YTD): 8/13/2024 6.71
Low (YTD): 3/13/2024 1.98
52W High: 8/13/2024 6.71
52W Low: 8/30/2023 1.94
Avg. price 1W:   6.40
Avg. volume 1W:   0.00
Avg. price 1M:   5.80
Avg. volume 1M:   0.00
Avg. price 6M:   3.63
Avg. volume 6M:   125.98
Avg. price 1Y:   3.34
Avg. volume 1Y:   62.50
Volatility 1M:   49.79%
Volatility 6M:   88.98%
Volatility 1Y:   91.45%
Volatility 3Y:   -