BNP Paribas Call 160 EL 16.01.2026
/ DE000PC1LSY5
BNP Paribas Call 160 EL 16.01.202.../ DE000PC1LSY5 /
09/10/2024 09:18:07 |
Chg.0.000 |
Bid22:00:03 |
Ask22:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Estee Lauder Compani... |
160.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
PC1LSY |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
11/12/2023 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.40 |
Parity: |
-6.02 |
Time value: |
0.35 |
Break-even: |
149.28 |
Moneyness: |
0.59 |
Premium: |
0.74 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.01 |
Spread %: |
2.94% |
Delta: |
0.20 |
Theta: |
-0.01 |
Omega: |
4.82 |
Rho: |
0.17 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.340 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.82% |
1 Month |
|
|
+41.67% |
3 Months |
|
|
-50.72% |
YTD |
|
|
-87.31% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.340 |
1M High / 1M Low: |
0.480 |
0.180 |
6M High / 6M Low: |
2.820 |
0.180 |
High (YTD): |
14/03/2024 |
3.270 |
Low (YTD): |
23/09/2024 |
0.180 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.372 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.285 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.974 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
330.96% |
Volatility 6M: |
|
174.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |