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BNP Paribas Call 110 EL 16.01.202.../  DE000PC1LSR9  /

Frankfurt Zert./BNP
2024-07-30  5:50:41 PM Chg.-0.140 Bid5:58:10 PM Ask5:58:10 PM Underlying Strike price Expiration date Option type
1.540EUR -8.33% 1.530
Bid Size: 14,000		 1.540
Ask Size: 14,000		 Estee Lauder Compani... 110.00 USD 2026-01-16 Call
 

Master data

WKN: PC1LSR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.58
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.39
Parity: -0.86
Time value: 1.67
Break-even: 118.37
Moneyness: 0.92
Premium: 0.27
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.60%
Delta: 0.57
Theta: -0.02
Omega: 3.17
Rho: 0.53
 

Quote data

Open: 1.660
High: 1.670
Low: 1.540
Previous Close: 1.680
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.94%
1 Month
  -21.83%
3 Months
  -69.20%
YTD
  -69.20%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.680 1.610
1M High / 1M Low: 1.970 1.440
6M High / 6M Low: 5.850 1.440
High (YTD): 2024-03-13 5.850
Low (YTD): 2024-07-18 1.440
52W High: - -
52W Low: - -
Avg. price 1W:   1.636
Avg. volume 1W:   0.000
Avg. price 1M:   1.741
Avg. volume 1M:   0.000
Avg. price 6M:   3.770
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.95%
Volatility 6M:   91.21%
Volatility 1Y:   -
Volatility 3Y:   -