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

EUWAX
11/11/2024  09:17:59 Chg.-0.020 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.120EUR -14.29% -
Bid Size: -
-
Ask Size: -
Estee Lauder Compani... 140.00 USD 19/12/2025 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: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
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: 0.120
Low: 0.120
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -77.36%
3 Months
  -75.00%
YTD
  -96.51%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.570 0.110
6M High / 6M Low: 2.670 0.110
High (YTD): 14/03/2024 4.110
Low (YTD): 07/11/2024 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.314
Avg. volume 1M:   0.000
Avg. price 6M:   0.876
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.05%
Volatility 6M:   175.99%
Volatility 1Y:   -
Volatility 3Y:   -