BNP Paribas Call 170 ELAA 21.06.2.../  DE000PN60A52  /

EUWAX
2024-05-10  9:06:17 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.007EUR - -
Bid Size: -
-
Ask Size: -
ESTEE LAUDER COS A D... 170.00 - 2024-06-21 Call
 

Master data

WKN: PN60A5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ESTEE LAUDER COS A DL-,01
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2024-06-21
Issue date: 2023-08-11
Last trading day: 2024-05-13
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 283.45
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.39
Parity: -5.38
Time value: 0.04
Break-even: 170.41
Moneyness: 0.68
Premium: 0.47
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 310.00%
Delta: 0.04
Theta: -0.04
Omega: 12.57
Rho: 0.00
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.009
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -97.20%
3 Months
  -98.75%
YTD
  -99.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.300 0.007
6M High / 6M Low: 0.940 0.007
High (YTD): 2024-03-14 0.840
Low (YTD): 2024-05-10 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.432
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   554.24%
Volatility 6M:   344.39%
Volatility 1Y:   -
Volatility 3Y:   -