BNP Paribas Call 105 ELAA 21.06.2024
/ DE000PZ09HE8
BNP Paribas Call 105 ELAA 21.06.2.../ DE000PZ09HE8 /
| 2024-05-10 9:49:48 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.54EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ESTEE LAUDER COS A D... |
105.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PZ09HE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ESTEE LAUDER COS A DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
2.25 |
| Historic volatility: |
0.39 |
| Parity: |
0.89 |
| Time value: |
1.69 |
| Break-even: |
130.80 |
| Moneyness: |
1.08 |
| Premium: |
0.15 |
| Premium p.a.: |
18.55 |
| Spread abs.: |
0.02 |
| Spread %: |
0.78% |
| Delta: |
0.66 |
| Theta: |
-0.60 |
| Omega: |
2.92 |
| Rho: |
0.02 |
Quote data
| Open: |
2.54 |
| High: |
2.54 |
| Low: |
2.54 |
| Previous Close: |
2.33 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.63% |
| 3 Months |
|
|
-40.24% |
| YTD |
|
|
-41.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.69 |
2.33 |
| 6M High / 6M Low: |
5.08 |
2.33 |
| High (YTD): |
2024-03-14 |
5.08 |
| Low (YTD): |
2024-05-09 |
2.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.39% |
| Volatility 6M: |
|
138.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
