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

Frankfurt Zert./BNP
11/11/2024  9:50:28 PM Chg.+0.010 Bid11/11/2024 Ask11/11/2024 Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.130
Bid Size: 24,900		 0.140
Ask Size: 24,900		 Estee Lauder Compani... 140.00 USD 12/19/2025 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: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 45.88
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.41
Parity: -7.10
Time value: 0.13
Break-even: 131.98
Moneyness: 0.46
Premium: 1.21
Premium p.a.: 1.05
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.11
Theta: -0.01
Omega: 5.00
Rho: 0.06
 

Quote data

Open: 0.120
High: 0.140
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month
  -77.59%
3 Months
  -68.29%
YTD
  -96.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.510 0.110
6M High / 6M Low: 2.700 0.110
High (YTD): 3/13/2024 4.140
Low (YTD): 11/6/2024 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.294
Avg. volume 1M:   0.000
Avg. price 6M:   0.857
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.53%
Volatility 6M:   174.92%
Volatility 1Y:   -
Volatility 3Y:   -