BNP Paribas Call 115 EL 21.06.2024
/ DE000PZ09HC2
BNP Paribas Call 115 EL 21.06.202.../ DE000PZ09HC2 /
| 14/06/2024 09:53:12 |
Chg.-0.020 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-13.33% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
115.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
76.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.39 |
| Parity: |
-0.10 |
| Time value: |
0.14 |
| Break-even: |
108.83 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
2.94 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.43 |
| Theta: |
-0.15 |
| Omega: |
32.36 |
| Rho: |
0.01 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-79.03% |
| 1 Month |
|
|
-94.04% |
| 3 Months |
|
|
-96.46% |
| YTD |
|
|
-96.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.130 |
| 1M High / 1M Low: |
2.180 |
0.130 |
| 6M High / 6M Low: |
4.230 |
0.130 |
| High (YTD): |
14/03/2024 |
4.230 |
| Low (YTD): |
14/06/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.348 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.968 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.547 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.94% |
| Volatility 6M: |
|
200.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
