BNP Paribas Call 140 EL 16.01.2026
/ DE000PC1LSW9
BNP Paribas Call 140 EL 16.01.202.../ DE000PC1LSW9 /
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: |
|
- |