BNP Paribas Call 160 ELAA 21.06.2.../  DE000PN60A45  /

EUWAX
5/24/2024  9:03:27 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.007EUR - -
Bid Size: -
-
Ask Size: -
ESTEE LAUDER COS A D... 160.00 - 6/21/2024 Call
 

Master data

WKN: PN60A4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ESTEE LAUDER COS A DL-,01
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 6/21/2024
Issue date: 8/11/2023
Last trading day: 5/27/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 259.51
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.76
Historic volatility: 0.39
Parity: -5.36
Time value: 0.04
Break-even: 160.41
Moneyness: 0.67
Premium: 0.51
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 412.50%
Delta: 0.05
Theta: -0.19
Omega: 11.70
Rho: 0.00
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -80.56%
3 Months
  -99.23%
YTD
  -99.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.036 0.007
6M High / 6M Low: 1.230 0.007
High (YTD): 3/14/2024 1.200
Low (YTD): 5/24/2024 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.572
Avg. volume 6M:   117.110
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   368.14%
Volatility 6M:   323.32%
Volatility 1Y:   -
Volatility 3Y:   -