BNP Paribas Call 100 ELAA 21.06.2024
/ DE000PZ09HF5
BNP Paribas Call 100 ELAA 21.06.2.../ DE000PZ09HF5 /
| 2024-05-10 9:49:48 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.99EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ESTEE LAUDER COS A D... |
100.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PZ09HF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ESTEE LAUDER COS A DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
2.46 |
| Historic volatility: |
0.39 |
| Parity: |
1.39 |
| Time value: |
1.62 |
| Break-even: |
130.10 |
| Moneyness: |
1.14 |
| Premium: |
0.14 |
| Premium p.a.: |
16.42 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.70 |
| Theta: |
-0.63 |
| Omega: |
2.63 |
| Rho: |
0.02 |
Quote data
| Open: |
2.99 |
| High: |
2.99 |
| Low: |
2.99 |
| Previous Close: |
2.79 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-7.72% |
| 3 Months |
|
|
-34.14% |
| YTD |
|
|
-36.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.14 |
2.79 |
| 6M High / 6M Low: |
5.52 |
2.78 |
| High (YTD): |
2024-03-14 |
5.52 |
| Low (YTD): |
2024-01-22 |
2.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.77% |
| Volatility 6M: |
|
125.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
