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

EUWAX
09/10/2024  18:30:30 Chg.-0.010 Bid09/10/2024 Ask09/10/2024 Underlying Strike price Expiration date Option type
0.540EUR -1.82% 0.540
Bid Size: 19,000		 0.550
Ask Size: 19,000		 Estee Lauder Compani... 140.00 USD 16/01/2026 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: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.01
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.40
Parity: -4.20
Time value: 0.57
Break-even: 133.26
Moneyness: 0.67
Premium: 0.56
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.29
Theta: -0.02
Omega: 4.35
Rho: 0.24
 

Quote data

Open: 0.550
High: 0.580
Low: 0.520
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+35.00%
3 Months
  -49.06%
YTD
  -84.48%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.550
1M High / 1M Low: 0.760 0.310
6M High / 6M Low: 3.670 0.310
High (YTD): 14/03/2024 4.170
Low (YTD): 23/09/2024 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.606
Avg. volume 1W:   0.000
Avg. price 1M:   0.470
Avg. volume 1M:   0.000
Avg. price 6M:   1.384
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   272.33%
Volatility 6M:   149.74%
Volatility 1Y:   -
Volatility 3Y:   -