BNP Paribas Put 160 EL 17.01.2025
/ DE000PN60CH1
BNP Paribas Put 160 EL 17.01.2025/ DE000PN60CH1 /
16/07/2024 09:06:53 |
Chg.+0.17 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
5.44EUR |
+3.23% |
- Bid Size: - |
- Ask Size: - |
Estee Lauder Compani... |
160.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
11/08/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.41 |
Intrinsic value: |
5.41 |
Implied volatility: |
0.55 |
Historic volatility: |
0.39 |
Parity: |
5.41 |
Time value: |
0.02 |
Break-even: |
92.51 |
Moneyness: |
1.58 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.01 |
Spread %: |
0.18% |
Delta: |
-0.83 |
Theta: |
-0.01 |
Omega: |
-1.41 |
Rho: |
-0.66 |
Quote data
Open: |
5.44 |
High: |
5.44 |
Low: |
5.44 |
Previous Close: |
5.27 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.90% |
1 Month |
|
|
+26.22% |
3 Months |
|
|
+81.33% |
YTD |
|
|
+121.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.35 |
4.95 |
1M High / 1M Low: |
5.35 |
4.23 |
6M High / 6M Low: |
5.35 |
1.98 |
High (YTD): |
12/07/2024 |
5.35 |
Low (YTD): |
13/03/2024 |
1.98 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.23 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.17 |
Avg. volume 6M: |
|
125.98 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
54.54% |
Volatility 6M: |
|
97.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |