BNP Paribas Call 115 EL 21.06.2024
/ DE000PZ09HC2
BNP Paribas Call 115 EL 21.06.202.../ DE000PZ09HC2 /
| 2024-05-24 9:49:04 AM |
Chg.-0.37 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-25.00% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
115.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ09HC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 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: |
10.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.39 |
| Parity: |
1.02 |
| Time value: |
0.07 |
| Break-even: |
116.92 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
9.63 |
| Rho: |
0.07 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.08% |
| 1 Month |
|
|
-62.63% |
| 3 Months |
|
|
-68.29% |
| YTD |
|
|
-69.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
1.11 |
| 1M High / 1M Low: |
3.20 |
1.11 |
| 6M High / 6M Low: |
4.23 |
1.11 |
| High (YTD): |
2024-03-14 |
4.23 |
| Low (YTD): |
2024-05-24 |
1.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.08% |
| Volatility 6M: |
|
172.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
