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

EUWAX
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:   -