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BNP Paribas Call 160 EL 21.06.202.../  DE000PN60A45  /

EUWAX
2024-05-24  9:03:27 AM Chg.-0.004 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.007EUR -36.36% -
Bid Size: -		 -
Ask Size: -		 Estee Lauder Compani... 160.00 USD 2024-06-21 Call
 

Master data

WKN: PN60A4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 160.00 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: 0.01
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.39
Parity: -3.13
Time value: 0.04
Break-even: 147.92
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 25.06
Spread abs.: 0.03
Spread %: 412.50%
Delta: 0.06
Theta: -0.04
Omega: 16.96
Rho: 0.00
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.011
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -80.56%
1 Month
  -98.63%
3 Months
  -99.15%
YTD
  -99.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.021 0.007
1M High / 1M Low: 0.520 0.007
6M High / 6M Low: 1.230 0.007
High (YTD): 2024-03-14 1.200
Low (YTD): 2024-05-24 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.588
Avg. volume 6M:   102.944
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   446.77%
Volatility 6M:   323.00%
Volatility 1Y:   -
Volatility 3Y:   -