BNP Paribas Call 120 EL 16.01.2026
/ DE000PC1LSU3
BNP Paribas Call 120 EL 16.01.202.../ DE000PC1LSU3 /
14/08/2024 09:20:38 |
Chg.+0.170 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.920EUR |
+22.67% |
- Bid Size: - |
- Ask Size: - |
Estee Lauder Compani... |
120.00 USD |
16/01/2026 |
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: |
16/01/2026 |
Issue date: |
11/12/2023 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.89 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.39 |
Parity: |
-2.55 |
Time value: |
0.92 |
Break-even: |
118.33 |
Moneyness: |
0.77 |
Premium: |
0.42 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.01 |
Spread %: |
1.10% |
Delta: |
0.41 |
Theta: |
-0.02 |
Omega: |
3.76 |
Rho: |
0.36 |
Quote data
Open: |
0.920 |
High: |
0.920 |
Low: |
0.920 |
Previous Close: |
0.750 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.08% |
1 Month |
|
|
-35.66% |
3 Months |
|
|
-72.86% |
YTD |
|
|
-79.37% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.750 |
1M High / 1M Low: |
1.430 |
0.750 |
6M High / 6M Low: |
5.230 |
0.750 |
High (YTD): |
14/03/2024 |
5.230 |
Low (YTD): |
13/08/2024 |
0.750 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.876 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.169 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.018 |
Avg. volume 6M: |
|
5.984 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.55% |
Volatility 6M: |
|
93.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |