BNP Paribas Put 160 EL 20.12.2024
/ DE000PN60CC2
BNP Paribas Put 160 EL 20.12.2024/ DE000PN60CC2 /
| 2024-06-27 9:50:28 PM |
Chg.+0.170 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.590EUR |
+3.85% |
4.610
Bid Size: 6,500 |
4.620
Ask Size: 6,500 |
Estee Lauder Compani... |
160.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PN60CC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.38 |
| Intrinsic value: |
4.38 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.39 |
| Parity: |
4.38 |
| Time value: |
0.03 |
| Break-even: |
105.71 |
| Moneyness: |
1.41 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
-0.82 |
| Theta: |
-0.01 |
| Omega: |
-1.96 |
| Rho: |
-0.63 |
Quote data
| Open: |
4.400 |
| High: |
4.670 |
| Low: |
4.400 |
| Previous Close: |
4.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.68% |
| 1 Month |
|
|
+35.80% |
| 3 Months |
|
|
+93.67% |
| YTD |
|
|
+90.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.470 |
4.190 |
| 1M High / 1M Low: |
4.590 |
3.360 |
| 6M High / 6M Low: |
4.590 |
1.800 |
| High (YTD): |
2024-06-18 |
4.590 |
| Low (YTD): |
2024-03-13 |
1.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.966 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.914 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.74% |
| Volatility 6M: |
|
102.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
