BNP Paribas Call 110 EL 21.06.2024
/ DE000PZ09HD0
BNP Paribas Call 110 EL 21.06.202.../ DE000PZ09HD0 /
6/17/2024 9:52:37 AM |
Chg.-0.030 |
Bid11:35:36 AM |
Ask11:35:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
-6.82% |
0.430 Bid Size: 6,977 |
0.450 Ask Size: 6,667 |
Estee Lauder Compani... |
110.00 USD |
6/21/2024 |
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: |
6/21/2024 |
Issue date: |
11/10/2023 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.36 |
Implied volatility: |
0.47 |
Historic volatility: |
0.39 |
Parity: |
0.36 |
Time value: |
0.08 |
Break-even: |
107.18 |
Moneyness: |
1.04 |
Premium: |
0.01 |
Premium p.a.: |
0.91 |
Spread abs.: |
0.01 |
Spread %: |
2.33% |
Delta: |
0.77 |
Theta: |
-0.21 |
Omega: |
18.64 |
Rho: |
0.01 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.410 |
Previous Close: |
0.440 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-60.58% |
1 Month |
|
|
-84.41% |
3 Months |
|
|
-89.95% |
YTD |
|
|
-89.65% |
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): |
3/14/2024 |
4.650 |
Low (YTD): |
6/14/2024 |
0.440 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.777 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.423 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.956 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
219.74% |
Volatility 6M: |
|
169.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |