BNP Paribas Call 110 EL 21.06.2024
/ DE000PZ09HD0
BNP Paribas Call 110 EL 21.06.202.../ DE000PZ09HD0 /
| 2024-06-14 10:24:31 AM |
Chg.-0.340 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-43.59% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
110.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ09HD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.39 |
| Parity: |
0.36 |
| Time value: |
0.08 |
| Break-even: |
107.16 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.77 |
| Theta: |
-0.14 |
| Omega: |
18.71 |
| Rho: |
0.01 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-64.23% |
| 1 Month |
|
|
-82.04% |
| 3 Months |
|
|
-89.22% |
| YTD |
|
|
-88.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.440 |
| 1M High / 1M Low: |
2.630 |
0.440 |
| 6M High / 6M Low: |
4.650 |
0.440 |
| High (YTD): |
2024-03-14 |
4.650 |
| Low (YTD): |
2024-06-14 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.777 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.472 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.956 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.46% |
| Volatility 6M: |
|
169.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
