OverviewChartNewsTraderScreen

BNP Paribas Call 140 EL 19.12.202.../  DE000PC1LSK4  /

Frankfurt Zert./BNP
2024-07-30  5:50:37 PM Chg.-0.070 Bid6:00:54 PM Ask6:00:54 PM Underlying Strike price Expiration date Option type
0.760EUR -8.43% 0.770
Bid Size: 15,400		 0.780
Ask Size: 15,400		 Estee Lauder Compani... 140.00 USD 2025-12-19 Call
 

Master data

WKN: PC1LSK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.22
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.39
Parity: -3.63
Time value: 0.83
Break-even: 137.70
Moneyness: 0.72
Premium: 0.48
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 1.22%
Delta: 0.36
Theta: -0.02
Omega: 4.01
Rho: 0.35
 

Quote data

Open: 0.820
High: 0.830
Low: 0.750
Previous Close: 0.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month
  -25.49%
3 Months
  -77.58%
YTD
  -77.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.790
1M High / 1M Low: 1.020 0.700
6M High / 6M Low: 4.140 0.700
High (YTD): 2024-03-13 4.140
Low (YTD): 2024-07-18 0.700
52W High: - -
52W Low: - -
Avg. price 1W:   0.808
Avg. volume 1W:   0.000
Avg. price 1M:   0.876
Avg. volume 1M:   0.000
Avg. price 6M:   2.419
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.08%
Volatility 6M:   112.02%
Volatility 1Y:   -
Volatility 3Y:   -