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

Frankfurt Zert./BNP
12/11/2024  21:50:24 Chg.-0.010 Bid12/11/2024 Ask12/11/2024 Underlying Strike price Expiration date Option type
0.170EUR -5.56% 0.170
Bid Size: 21,200		 0.180
Ask Size: 21,200		 Estee Lauder Compani... 130.00 USD 16/01/2026 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: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.88
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.41
Parity: -6.13
Time value: 0.19
Break-even: 123.82
Moneyness: 0.50
Premium: 1.04
Premium p.a.: 0.83
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.15
Theta: -0.01
Omega: 4.69
Rho: 0.08
 

Quote data

Open: 0.180
High: 0.190
Low: 0.160
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month
  -78.48%
3 Months
  -70.18%
YTD
  -95.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.160
1M High / 1M Low: 0.710 0.160
6M High / 6M Low: 3.180 0.160
High (YTD): 13/03/2024 4.710
Low (YTD): 06/11/2024 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.418
Avg. volume 1M:   0.000
Avg. price 6M:   1.099
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   236.67%
Volatility 6M:   167.36%
Volatility 1Y:   -
Volatility 3Y:   -