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BNP Paribas Call 110 EL 19.12.202.../  DE000PC1LSE7  /

Frankfurt Zert./BNP
2024-07-30  7:05:33 PM Chg.-0.160 Bid7:09:03 PM Ask7:09:03 PM Underlying Strike price Expiration date Option type
1.480EUR -9.76% 1.480
Bid Size: 14,200		 1.490
Ask Size: 14,200		 Estee Lauder Compani... 110.00 USD 2025-12-19 Call
 

Master data

WKN: PC1LSE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.71
Leverage: Yes

Calculated values

Fair value: 1.54
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.39
Parity: -0.86
Time value: 1.63
Break-even: 117.97
Moneyness: 0.92
Premium: 0.27
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 0.62%
Delta: 0.56
Theta: -0.02
Omega: 3.22
Rho: 0.50
 

Quote data

Open: 1.620
High: 1.620
Low: 1.470
Previous Close: 1.640
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.33%
1 Month
  -23.32%
3 Months
  -70.10%
YTD
  -70.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.640 1.560
1M High / 1M Low: 1.930 1.410
6M High / 6M Low: 5.810 1.410
High (YTD): 2024-03-13 5.810
Low (YTD): 2024-07-18 1.410
52W High: - -
52W Low: - -
Avg. price 1W:   1.594
Avg. volume 1W:   0.000
Avg. price 1M:   1.701
Avg. volume 1M:   0.000
Avg. price 6M:   3.727
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.75%
Volatility 6M:   91.71%
Volatility 1Y:   -
Volatility 3Y:   -