BNP Paribas Call 120 EL 16.01.2026
/ DE000PC1LSU3
BNP Paribas Call 120 EL 16.01.202.../ DE000PC1LSU3 /
| 2024-07-31 9:06:05 AM |
Chg.-0.07 |
Bid12:06:06 PM |
Ask12:06:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
-5.22% |
1.27
Bid Size: 6,900 |
1.29
Ask Size: 6,900 |
Estee Lauder Compani... |
120.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1LSU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.39 |
| Parity: |
-1.90 |
| Time value: |
1.27 |
| Break-even: |
123.65 |
| Moneyness: |
0.83 |
| Premium: |
0.34 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.48 |
| Theta: |
-0.02 |
| Omega: |
3.49 |
| Rho: |
0.46 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.62% |
| 1 Month |
|
|
-30.98% |
| 3 Months |
|
|
-71.27% |
| YTD |
|
|
-71.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.28 |
| 1M High / 1M Low: |
1.64 |
1.17 |
| 6M High / 6M Low: |
5.23 |
1.17 |
| High (YTD): |
2024-03-14 |
5.23 |
| Low (YTD): |
2024-07-19 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.28 |
| Avg. volume 6M: |
|
5.98 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.96% |
| Volatility 6M: |
|
94.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
