BNP Paribas Call 130 EL 19.12.2025
/ DE000PC1LSJ6
BNP Paribas Call 130 EL 19.12.202.../ DE000PC1LSJ6 /
| 05/09/2024 21:50:39 |
Chg.-0.050 |
Bid21:58:09 |
Ask21:58:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-8.47% |
0.550
Bid Size: 9,200 |
0.560
Ask Size: 9,200 |
Estee Lauder Compani... |
130.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC1LSJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
13.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.38 |
| Parity: |
-3.39 |
| Time value: |
0.62 |
| Break-even: |
123.53 |
| Moneyness: |
0.71 |
| Premium: |
0.48 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.32 |
| Theta: |
-0.02 |
| Omega: |
4.35 |
| Rho: |
0.27 |
Quote data
| Open: |
0.590 |
| High: |
0.610 |
| Low: |
0.530 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-27.03% |
| 3 Months |
|
|
-74.88% |
| YTD |
|
|
-86.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.540 |
| 1M High / 1M Low: |
0.780 |
0.540 |
| 6M High / 6M Low: |
4.650 |
0.540 |
| High (YTD): |
13/03/2024 |
4.650 |
| Low (YTD): |
29/08/2024 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.643 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.187 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.46% |
| Volatility 6M: |
|
109.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
