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BNP Paribas Call 180 EL 16.01.202.../  DE000PC1LSZ2  /

Frankfurt Zert./BNP
2024-07-30  5:35:17 PM Chg.-0.030 Bid5:42:51 PM Ask5:42:51 PM Underlying Strike price Expiration date Option type
0.350EUR -7.89% 0.340
Bid Size: 20,800		 0.350
Ask Size: 20,800		 Estee Lauder Compani... 180.00 USD 2026-01-16 Call
 

Master data

WKN: PC1LSZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.50
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.39
Parity: -7.33
Time value: 0.38
Break-even: 170.17
Moneyness: 0.56
Premium: 0.83
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.19
Theta: -0.01
Omega: 4.69
Rho: 0.21
 

Quote data

Open: 0.370
High: 0.370
Low: 0.340
Previous Close: 0.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.78%
1 Month
  -23.91%
3 Months
  -82.59%
YTD
  -82.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.360
1M High / 1M Low: 0.460 0.310
6M High / 6M Low: 2.550 0.310
High (YTD): 2024-03-13 2.550
Low (YTD): 2024-07-18 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.393
Avg. volume 1M:   0.000
Avg. price 6M:   1.356
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.17%
Volatility 6M:   135.17%
Volatility 1Y:   -
Volatility 3Y:   -