BNP Paribas Call 110 EL 16.01.2026
/ DE000PC1LSR9
BNP Paribas Call 110 EL 16.01.202.../ DE000PC1LSR9 /
| 7/30/2024 9:16:49 AM |
Chg.+0.02 |
Bid2:20:32 PM |
Ask2:20:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
+1.22% |
1.63
Bid Size: 6,900 |
1.65
Ask Size: 6,900 |
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: |
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: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.19% |
| 1 Month |
|
|
-25.89% |
| 3 Months |
|
|
-66.60% |
| YTD |
|
|
-66.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.69 |
1.59 |
| 1M High / 1M Low: |
2.01 |
1.46 |
| 6M High / 6M Low: |
5.82 |
1.46 |
| High (YTD): |
3/14/2024 |
5.82 |
| Low (YTD): |
7/19/2024 |
1.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.04% |
| Volatility 6M: |
|
88.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
