BNP Paribas Put 85 EL 17.01.2025
/ DE000PG4UK65
BNP Paribas Put 85 EL 17.01.2025/ DE000PG4UK65 /
| 14/11/2024 08:50:33 |
Chg.0.000 |
Bid09:07:16 |
Ask09:07:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
0.00% |
2.140
Bid Size: 3,500 |
2.220
Ask Size: 3,500 |
Estee Lauder Compani... |
85.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
PG4UK6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.41 |
| Parity: |
2.10 |
| Time value: |
0.05 |
| Break-even: |
58.95 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
-0.86 |
| Theta: |
-0.02 |
| Omega: |
-2.37 |
| Rho: |
-0.13 |
Quote data
| Open: |
2.160 |
| High: |
2.160 |
| Low: |
2.140 |
| Previous Close: |
2.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.90% |
| 1 Month |
|
|
+435.00% |
| 3 Months |
|
|
+201.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.140 |
1.770 |
| 1M High / 1M Low: |
2.140 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
553.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
