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

Frankfurt Zert./BNP
2024-07-30  5:50:41 PM Chg.-0.090 Bid2024-07-30 Ask2024-07-30 Underlying Strike price Expiration date Option type
0.790EUR -10.23% 0.790
Bid Size: 14,800		 0.800
Ask Size: 14,800		 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: 10.58
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.39
Parity: -3.63
Time value: 0.88
Break-even: 138.20
Moneyness: 0.72
Premium: 0.48
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 1.15%
Delta: 0.37
Theta: -0.02
Omega: 3.89
Rho: 0.37
 

Quote data

Open: 0.860
High: 0.870
Low: 0.790
Previous Close: 0.880
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.95%
1 Month
  -25.47%
3 Months
  -77.17%
YTD
  -77.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.830
1M High / 1M Low: 1.060 0.730
6M High / 6M Low: 4.200 0.730
High (YTD): 2024-03-13 4.200
Low (YTD): 2024-07-18 0.730
52W High: - -
52W Low: - -
Avg. price 1W:   0.850
Avg. volume 1W:   0.000
Avg. price 1M:   0.914
Avg. volume 1M:   0.000
Avg. price 6M:   2.473
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.37%
Volatility 6M:   110.84%
Volatility 1Y:   -
Volatility 3Y:   -