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

EUWAX
2024-09-05  9:20:03 AM Chg.-0.010 Bid12:51:02 PM Ask12:51:02 PM Underlying Strike price Expiration date Option type
0.370EUR -2.63% 0.370
Bid Size: 10,400		 0.410
Ask Size: 10,400		 Estee Lauder Compani... 150.00 USD 2026-01-16 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: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.38
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.38
Parity: -5.20
Time value: 0.39
Break-even: 139.28
Moneyness: 0.62
Premium: 0.67
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.22
Theta: -0.01
Omega: 4.78
Rho: 0.20
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.63%
1 Month
  -27.45%
3 Months
  -76.88%
YTD
  -87.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.340
1M High / 1M Low: 0.510 0.340
6M High / 6M Low: 3.700 0.340
High (YTD): 2024-03-14 3.700
Low (YTD): 2024-08-30 0.340
52W High: - -
52W Low: - -
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.417
Avg. volume 1M:   0.000
Avg. price 6M:   1.649
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.03%
Volatility 6M:   116.44%
Volatility 1Y:   -
Volatility 3Y:   -