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BNP Paribas Call 120 EL 19.12.202.../  DE000PC1LSF4  /

Frankfurt Zert./BNP
30/07/2024  18:50:26 Chg.-0.140 Bid18:58:41 Ask18:58:41 Underlying Strike price Expiration date Option type
1.170EUR -10.69% 1.170
Bid Size: 14,200		 1.180
Ask Size: 14,200		 Estee Lauder Compani... 120.00 USD 19/12/2025 Call
 

Master data

WKN: PC1LSF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.11
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.39
Parity: -1.78
Time value: 1.31
Break-even: 124.01
Moneyness: 0.84
Premium: 0.33
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 0.77%
Delta: 0.49
Theta: -0.02
Omega: 3.48
Rho: 0.45
 

Quote data

Open: 1.290
High: 1.300
Low: 1.170
Previous Close: 1.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -25.00%
3 Months
  -73.29%
YTD
  -73.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.310 1.250
1M High / 1M Low: 1.570 1.120
6M High / 6M Low: 5.210 1.120
High (YTD): 13/03/2024 5.210
Low (YTD): 18/07/2024 1.120
52W High: - -
52W Low: - -
Avg. price 1W:   1.274
Avg. volume 1W:   0.000
Avg. price 1M:   1.368
Avg. volume 1M:   0.000
Avg. price 6M:   3.240
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.77%
Volatility 6M:   98.50%
Volatility 1Y:   -
Volatility 3Y:   -