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

Frankfurt Zert./BNP
10/9/2024  10:20:49 AM Chg.0.000 Bid10:33:07 AM Ask10:33:07 AM Underlying Strike price Expiration date Option type
0.310EUR 0.00% 0.310
Bid Size: 11,400		 0.390
Ask Size: 11,400		 Estee Lauder Compani... 160.00 USD 12/19/2025 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: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.74
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.40
Parity: -6.02
Time value: 0.32
Break-even: 148.98
Moneyness: 0.59
Premium: 0.74
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.19
Theta: -0.01
Omega: 4.99
Rho: 0.15
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.22%
1 Month  
+55.00%
3 Months
  -47.46%
YTD
  -88.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.310
1M High / 1M Low: 0.420 0.160
6M High / 6M Low: 2.680 0.160
High (YTD): 3/13/2024 3.230
Low (YTD): 9/20/2024 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.265
Avg. volume 1M:   0.000
Avg. price 6M:   0.922
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   310.40%
Volatility 6M:   172.28%
Volatility 1Y:   -
Volatility 3Y:   -