BNP Paribas Call 120 EL 16.01.2026
/ DE000PC1LSU3
BNP Paribas Call 120 EL 16.01.202.../ DE000PC1LSU3 /
10/9/2024 9:18:07 AM |
Chg.0.000 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.920EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Estee Lauder Compani... |
120.00 USD |
1/16/2026 |
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: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.40 |
Parity: |
-2.38 |
Time value: |
0.93 |
Break-even: |
118.63 |
Moneyness: |
0.78 |
Premium: |
0.39 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.01 |
Spread %: |
1.09% |
Delta: |
0.42 |
Theta: |
-0.02 |
Omega: |
3.83 |
Rho: |
0.33 |
Quote data
Open: |
0.920 |
High: |
0.920 |
Low: |
0.920 |
Previous Close: |
0.920 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.68% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
-42.86% |
YTD |
|
|
-79.37% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.050 |
0.920 |
1M High / 1M Low: |
1.220 |
0.550 |
6M High / 6M Low: |
4.690 |
0.550 |
High (YTD): |
3/14/2024 |
5.230 |
Low (YTD): |
9/23/2024 |
0.550 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.992 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.795 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.960 |
Avg. volume 6M: |
|
5.846 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
243.78% |
Volatility 6M: |
|
134.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |