BNP Paribas Put 160 EL 20.12.2024
/ DE000PN60CC2
BNP Paribas Put 160 EL 20.12.2024/ DE000PN60CC2 /
| 08/07/2024 09:03:23 |
Chg.+0.05 |
Bid10:05:21 |
Ask10:05:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.05EUR |
+1.00% |
5.00
Bid Size: 5,900 |
5.02
Ask Size: 5,900 |
Estee Lauder Compani... |
160.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
11/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.96 |
| Intrinsic value: |
4.96 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.39 |
| Parity: |
4.96 |
| Time value: |
0.01 |
| Break-even: |
98.10 |
| Moneyness: |
1.50 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.20% |
| Delta: |
-0.83 |
| Theta: |
-0.01 |
| Omega: |
-1.65 |
| Rho: |
-0.60 |
Quote data
| Open: |
5.05 |
| High: |
5.05 |
| Low: |
5.05 |
| Previous Close: |
5.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.81% |
| 1 Month |
|
|
+46.38% |
| 3 Months |
|
|
+103.63% |
| YTD |
|
|
+109.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.11 |
4.96 |
| 1M High / 1M Low: |
5.11 |
3.77 |
| 6M High / 6M Low: |
5.11 |
1.81 |
| High (YTD): |
02/07/2024 |
5.11 |
| Low (YTD): |
14/03/2024 |
1.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.86% |
| Volatility 6M: |
|
105.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
