BNP Paribas Call 150 EL 16.01.2026
/ DE000PC1LSX7
BNP Paribas Call 150 EL 16.01.202.../ DE000PC1LSX7 /
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: |
|
- |