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: |
|
- |
