BNP Paribas Put 160 EL 20.09.2024
/ DE000PN60B77
BNP Paribas Put 160 EL 20.09.2024/ DE000PN60B77 /
| 05/07/2024 09:06:11 |
Chg.+0.04 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.99EUR |
+0.81% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
160.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
PN60B7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
11/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.95 |
| Intrinsic value: |
4.95 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.39 |
| Parity: |
4.95 |
| Time value: |
0.01 |
| Break-even: |
98.01 |
| Moneyness: |
1.50 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.20% |
| Delta: |
-0.90 |
| Theta: |
-0.02 |
| Omega: |
-1.78 |
| Rho: |
-0.29 |
Quote data
| Open: |
4.99 |
| High: |
4.99 |
| Low: |
4.99 |
| Previous Close: |
4.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.95% |
| 1 Month |
|
|
+49.40% |
| 3 Months |
|
|
+126.82% |
| YTD |
|
|
+127.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.10 |
4.95 |
| 1M High / 1M Low: |
5.10 |
3.34 |
| 6M High / 6M Low: |
5.10 |
1.51 |
| High (YTD): |
02/07/2024 |
5.10 |
| Low (YTD): |
14/03/2024 |
1.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.38% |
| Volatility 6M: |
|
127.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
