BNP Paribas Call 140 EL 16.01.202.../  DE000PC1LSW9  /

Frankfurt Zert./BNP
2024-09-05  9:50:41 PM Chg.-0.040 Bid9:52:12 PM Ask9:52:12 PM Underlying Strike price Expiration date Option type
0.440EUR -8.33% -
Bid Size: -
-
Ask Size: -
Estee Lauder Compani... 140.00 USD 2026-01-16 Call
 

Master data

WKN: PC1LSW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 140.00 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: 16.68
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.38
Parity: -4.30
Time value: 0.50
Break-even: 131.35
Moneyness: 0.66
Premium: 0.57
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.27
Theta: -0.01
Omega: 4.54
Rho: 0.24
 

Quote data

Open: 0.480
High: 0.490
Low: 0.430
Previous Close: 0.480
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month
  -30.16%
3 Months
  -76.47%
YTD
  -87.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.440
1M High / 1M Low: 0.640 0.440
6M High / 6M Low: 4.200 0.440
High (YTD): 2024-03-13 4.200
Low (YTD): 2024-09-05 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   0.476
Avg. volume 1W:   0.000
Avg. price 1M:   0.520
Avg. volume 1M:   0.000
Avg. price 6M:   1.889
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.02%
Volatility 6M:   114.96%
Volatility 1Y:   -
Volatility 3Y:   -