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: |
|
- |
