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BNP Paribas Call 150 EL 21.06.202.../  DE000PN60A37  /

EUWAX
2024-05-24  9:03:27 AM Chg.-0.014 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.016EUR -46.67% -
Bid Size: -		 -
Ask Size: -		 Estee Lauder Compani... 150.00 USD 2024-06-21 Call
 

Master data

WKN: PN60A3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 283.45
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.39
Parity: -2.21
Time value: 0.04
Break-even: 138.70
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 9.92
Spread abs.: 0.03
Spread %: 156.25%
Delta: 0.07
Theta: -0.03
Omega: 20.70
Rho: 0.01
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -86.67%
1 Month
  -98.12%
3 Months
  -98.68%
YTD
  -98.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.016
1M High / 1M Low: 0.880 0.016
6M High / 6M Low: 1.740 0.016
High (YTD): 2024-03-14 1.740
Low (YTD): 2024-05-24 0.016
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.221
Avg. volume 1M:   0.000
Avg. price 6M:   0.879
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   490.54%
Volatility 6M:   311.67%
Volatility 1Y:   -
Volatility 3Y:   -