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BNP Paribas Call 125 EL 21.06.202.../  DE000PN8Y3T3  /

EUWAX
2024-06-04  4:13:53 PM Chg.+0.060 Bid9:38:54 PM Ask9:38:54 PM Underlying Strike price Expiration date Option type
0.330EUR +22.22% 0.260
Bid Size: 10,000		 0.270
Ask Size: 10,000		 Estee Lauder Compani... 125.00 USD 2024-06-21 Call
 

Master data

WKN: PN8Y3T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 2024-06-21
Issue date: 2023-09-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.51
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.39
Parity: -0.07
Time value: 0.33
Break-even: 117.90
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 1.10
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.49
Theta: -0.11
Omega: 16.99
Rho: 0.02
 

Quote data

Open: 0.280
High: 0.330
Low: 0.280
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.81%
1 Month
  -71.79%
3 Months
  -87.64%
YTD
  -88.66%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.200
1M High / 1M Low: 1.310 0.200
6M High / 6M Low: 3.380 0.200
High (YTD): 2024-03-14 3.380
Low (YTD): 2024-05-31 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.734
Avg. volume 1M:   0.000
Avg. price 6M:   2.023
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   324.37%
Volatility 6M:   215.29%
Volatility 1Y:   -
Volatility 3Y:   -