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BNP Paribas Call 160 EL 19.12.202.../  DE000PC1LSM0  /

Frankfurt Zert./BNP
2024-07-30  5:35:19 PM Chg.-0.040 Bid5:42:51 PM Ask5:42:51 PM Underlying Strike price Expiration date Option type
0.490EUR -7.55% 0.480
Bid Size: 18,000		 0.490
Ask Size: 18,000		 Estee Lauder Compani... 160.00 USD 2025-12-19 Call
 

Master data

WKN: PC1LSM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.24
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.39
Parity: -5.48
Time value: 0.54
Break-even: 153.29
Moneyness: 0.63
Premium: 0.65
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.26
Theta: -0.02
Omega: 4.43
Rho: 0.26
 

Quote data

Open: 0.530
High: 0.530
Low: 0.480
Previous Close: 0.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.00%
1 Month
  -25.76%
3 Months
  -81.01%
YTD
  -81.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.500
1M High / 1M Low: 0.660 0.450
6M High / 6M Low: 3.230 0.450
High (YTD): 2024-03-13 3.230
Low (YTD): 2024-07-18 0.450
52W High: - -
52W Low: - -
Avg. price 1W:   0.514
Avg. volume 1W:   0.000
Avg. price 1M:   0.561
Avg. volume 1M:   0.000
Avg. price 6M:   1.782
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.06%
Volatility 6M:   125.25%
Volatility 1Y:   -
Volatility 3Y:   -