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

Frankfurt Zert./BNP
11/11/2024  21:50:41 Chg.+0.020 Bid11/11/2024 Ask11/11/2024 Underlying Strike price Expiration date Option type
0.320EUR +6.67% 0.320
Bid Size: 14,800		 0.330
Ask Size: 14,800		 Estee Lauder Compani... 110.00 USD 16/01/2026 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: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.24
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.41
Parity: -4.30
Time value: 0.31
Break-even: 105.78
Moneyness: 0.58
Premium: 0.77
Premium p.a.: 0.62
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.22
Theta: -0.01
Omega: 4.32
Rho: 0.12
 

Quote data

Open: 0.300
High: 0.350
Low: 0.300
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -75.19%
3 Months
  -66.32%
YTD
  -93.60%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.280
1M High / 1M Low: 1.180 0.280
6M High / 6M Low: 4.180 0.280
High (YTD): 13/03/2024 5.850
Low (YTD): 06/11/2024 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.720
Avg. volume 1M:   0.000
Avg. price 6M:   1.653
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.22%
Volatility 6M:   148.80%
Volatility 1Y:   -
Volatility 3Y:   -