BNP Paribas Put 95 EL 17.01.2025
/ DE000PG3QJZ2
BNP Paribas Put 95 EL 17.01.2025/ DE000PG3QJZ2 /
06/09/2024 21:50:33 |
Chg.+0.110 |
Bid21:59:08 |
Ask21:59:08 |
Underlying |
Strike price |
Expiration date |
Option type |
1.180EUR |
+10.28% |
1.190 Bid Size: 14,800 |
1.200 Ask Size: 14,800 |
Estee Lauder Compani... |
95.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
PG3QJZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
08/07/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.07 |
Intrinsic value: |
0.68 |
Implied volatility: |
0.45 |
Historic volatility: |
0.38 |
Parity: |
0.68 |
Time value: |
0.52 |
Break-even: |
73.70 |
Moneyness: |
1.09 |
Premium: |
0.07 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
0.84% |
Delta: |
-0.55 |
Theta: |
-0.03 |
Omega: |
-3.60 |
Rho: |
-0.20 |
Quote data
Open: |
1.050 |
High: |
1.190 |
Low: |
1.040 |
Previous Close: |
1.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+21.65% |
1 Month |
|
|
-2.48% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.180 |
0.910 |
1M High / 1M Low: |
1.430 |
0.860 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.014 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.048 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |