BNP Paribas Call 110 EL 16.01.2026
/ DE000PC1LSR9
BNP Paribas Call 110 EL 16.01.202.../ DE000PC1LSR9 /
10/8/2024 3:26:28 PM |
Chg.-0.09 |
Bid9:20:46 PM |
Ask9:20:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.18EUR |
-7.09% |
1.17 Bid Size: 16,200 |
1.18 Ask Size: 16,200 |
Estee Lauder Compani... |
110.00 USD |
1/16/2026 |
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: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.40 |
Parity: |
-1.27 |
Time value: |
1.31 |
Break-even: |
113.33 |
Moneyness: |
0.87 |
Premium: |
0.30 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.01 |
Spread %: |
0.77% |
Delta: |
0.51 |
Theta: |
-0.02 |
Omega: |
3.43 |
Rho: |
0.41 |
Quote data
Open: |
1.18 |
High: |
1.18 |
Low: |
1.18 |
Previous Close: |
1.27 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.90% |
1 Month |
|
|
+21.65% |
3 Months |
|
|
-38.86% |
YTD |
|
|
-76.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.42 |
1.24 |
1M High / 1M Low: |
1.53 |
0.73 |
6M High / 6M Low: |
5.26 |
0.73 |
High (YTD): |
3/14/2024 |
5.82 |
Low (YTD): |
9/23/2024 |
0.73 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.32 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.03 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.36 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
234.19% |
Volatility 6M: |
|
126.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |