BNP Paribas Call 150 EL 16.01.2026
/ DE000PC1LSX7
BNP Paribas Call 150 EL 16.01.202.../ DE000PC1LSX7 /
| 7/30/2024 9:16:49 AM |
Chg.+0.020 |
Bid5:42:19 PM |
Ask5:42:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+2.94% |
0.640
Bid Size: 16,000 |
0.650
Ask Size: 16,000 |
Estee Lauder Compani... |
150.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.39 |
| Parity: |
-4.55 |
| Time value: |
0.71 |
| Break-even: |
145.74 |
| Moneyness: |
0.67 |
| Premium: |
0.57 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
4.11 |
| Rho: |
0.32 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-30.00% |
| 3 Months |
|
|
-76.74% |
| YTD |
|
|
-77.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.660 |
| 1M High / 1M Low: |
0.880 |
0.600 |
| 6M High / 6M Low: |
3.700 |
0.600 |
| High (YTD): |
3/14/2024 |
3.700 |
| Low (YTD): |
7/19/2024 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.742 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.141 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.04% |
| Volatility 6M: |
|
113.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
