BNP Paribas Put 160 EL 17.01.2025
/ DE000PN60CH1
BNP Paribas Put 160 EL 17.01.2025/ DE000PN60CH1 /
| 7/16/2024 9:06:53 AM |
Chg.+0.17 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.44EUR |
+3.23% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-1.71 |
| 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): |
7/12/2024 |
5.35 |
| Low (YTD): |
3/13/2024 |
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: |
|
- |
