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BNP Paribas Call 150 EL 16.01.202.../  DE000PC1LSX7  /

Frankfurt Zert./BNP
09/10/2024  15:50:37 Chg.-0.030 Bid15:55:53 Ask15:55:53 Underlying Strike price Expiration date Option type
0.400EUR -6.98% 0.400
Bid Size: 20,200		 0.410
Ask Size: 20,200		 Estee Lauder Compani... 150.00 USD 16/01/2026 Call
 

Master data

WKN: PC1LSX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 150.00 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: 19.01
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.40
Parity: -5.11
Time value: 0.45
Break-even: 141.17
Moneyness: 0.63
Premium: 0.65
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.24
Theta: -0.01
Omega: 4.57
Rho: 0.20
 

Quote data

Open: 0.430
High: 0.440
Low: 0.400
Previous Close: 0.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.57%
1 Month  
+37.93%
3 Months
  -48.05%
YTD
  -86.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.430
1M High / 1M Low: 0.570 0.230
6M High / 6M Low: 3.140 0.230
High (YTD): 13/03/2024 3.720
Low (YTD): 20/09/2024 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.476
Avg. volume 1W:   0.000
Avg. price 1M:   0.368
Avg. volume 1M:   0.000
Avg. price 6M:   1.148
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   280.62%
Volatility 6M:   156.75%
Volatility 1Y:   -
Volatility 3Y:   -