BNP Paribas Call 110 EL 16.01.2026
/ DE000PC1LSR9
BNP Paribas Call 110 EL 16.01.202.../ DE000PC1LSR9 /
| 05/09/2024 09:20:03 |
Chg.-0.02 |
Bid20:31:42 |
Ask20:31:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-1.82% |
1.02
Bid Size: 16,000 |
1.03
Ask Size: 16,000 |
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: |
7.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.38 |
| Parity: |
-1.59 |
| Time value: |
1.11 |
| Break-even: |
110.38 |
| Moneyness: |
0.84 |
| Premium: |
0.32 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
0.91% |
| Delta: |
0.48 |
| Theta: |
-0.02 |
| Omega: |
3.62 |
| Rho: |
0.40 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.92% |
| 1 Month |
|
|
-16.28% |
| 3 Months |
|
|
-65.50% |
| YTD |
|
|
-78.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
1.00 |
| 1M High / 1M Low: |
1.31 |
0.97 |
| 6M High / 6M Low: |
5.82 |
0.97 |
| High (YTD): |
14/03/2024 |
5.82 |
| Low (YTD): |
13/08/2024 |
0.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.60% |
| Volatility 6M: |
|
91.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
