BNP Paribas Put 90 EL 21.03.2025
/ DE000PG4VUB8
BNP Paribas Put 90 EL 21.03.2025/ DE000PG4VUB8 /
| 14/11/2024 10:50:42 |
Chg.-0.040 |
Bid14/11/2024 |
Ask14/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.620EUR |
-1.50% |
2.620
Bid Size: 11,400 |
2.700
Ask Size: 11,400 |
Estee Lauder Compani... |
90.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
PG4VUB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
2.57 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.41 |
| Parity: |
2.57 |
| Time value: |
0.09 |
| Break-even: |
58.58 |
| Moneyness: |
1.43 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.38% |
| Delta: |
-0.81 |
| Theta: |
-0.02 |
| Omega: |
-1.81 |
| Rho: |
-0.26 |
Quote data
| Open: |
2.670 |
| High: |
2.670 |
| Low: |
2.620 |
| Previous Close: |
2.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.91% |
| 1 Month |
|
|
+227.50% |
| 3 Months |
|
|
+142.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.660 |
2.280 |
| 1M High / 1M Low: |
2.660 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.599 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
326.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
