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BNP Paribas Call 130 EL 16.01.202.../  DE000PC1LSV1  /

Frankfurt Zert./BNP
2024-07-30  7:05:15 PM Chg.-0.120 Bid7:06:29 PM Ask7:06:29 PM Underlying Strike price Expiration date Option type
0.970EUR -11.01% 0.980
Bid Size: 14,200		 0.990
Ask Size: 14,200		 Estee Lauder Compani... 130.00 USD 2026-01-16 Call
 

Master data

WKN: PC1LSV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 130.00 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: 8.54
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.39
Parity: -2.71
Time value: 1.09
Break-even: 131.06
Moneyness: 0.77
Premium: 0.41
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 0.93%
Delta: 0.43
Theta: -0.02
Omega: 3.66
Rho: 0.42
 

Quote data

Open: 1.080
High: 1.080
Low: 0.970
Previous Close: 1.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.73%
1 Month
  -25.95%
3 Months
  -75.32%
YTD
  -75.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 1.040
1M High / 1M Low: 1.310 0.920
6M High / 6M Low: 4.710 0.920
High (YTD): 2024-03-13 4.710
Low (YTD): 2024-07-18 0.920
52W High: - -
52W Low: - -
Avg. price 1W:   1.056
Avg. volume 1W:   0.000
Avg. price 1M:   1.135
Avg. volume 1M:   0.000
Avg. price 6M:   2.857
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.02%
Volatility 6M:   104.23%
Volatility 1Y:   -
Volatility 3Y:   -