OverviewChartNewsTraderScreen

BNP Paribas Call 150 EL 19.12.202.../  DE000PC1LSL2  /

Frankfurt Zert./BNP
9/5/2024  9:50:27 PM Chg.-0.030 Bid9:57:39 PM Ask9:57:39 PM Underlying Strike price Expiration date Option type
0.310EUR -8.82% 0.320
Bid Size: 11,400		 0.330
Ask Size: 11,400		 Estee Lauder Compani... 150.00 USD 12/19/2025 Call
 

Master data

WKN: PC1LSL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.17
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.38
Parity: -5.20
Time value: 0.36
Break-even: 138.98
Moneyness: 0.62
Premium: 0.67
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.21
Theta: -0.01
Omega: 4.93
Rho: 0.18
 

Quote data

Open: 0.340
High: 0.350
Low: 0.300
Previous Close: 0.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.06%
1 Month
  -34.04%
3 Months
  -79.47%
YTD
  -89.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.310
1M High / 1M Low: 0.470 0.310
6M High / 6M Low: 3.660 0.310
High (YTD): 3/13/2024 3.660
Low (YTD): 9/5/2024 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.377
Avg. volume 1M:   0.000
Avg. price 6M:   1.563
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.53%
Volatility 6M:   122.60%
Volatility 1Y:   -
Volatility 3Y:   -