BNP Paribas Put 120 EL 21.06.2024
/ DE000PZ09H30
BNP Paribas Put 120 EL 21.06.2024/ DE000PZ09H30 /
| 2024-06-07 9:52:06 AM |
Chg.-0.010 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-6.67% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
120.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PZ09H3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-48.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.39 |
| Parity: |
-0.04 |
| Time value: |
0.23 |
| Break-even: |
108.80 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
-0.45 |
| Theta: |
-0.09 |
| Omega: |
-21.95 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-26.32% |
| 3 Months |
|
|
-48.15% |
| YTD |
|
|
-71.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.140 |
| 1M High / 1M Low: |
0.310 |
0.044 |
| 6M High / 6M Low: |
0.990 |
0.044 |
| High (YTD): |
2024-01-17 |
0.990 |
| Low (YTD): |
2024-05-17 |
0.044 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.141 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.376 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
584.93% |
| Volatility 6M: |
|
330.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
