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

Frankfurt Zert./BNP
10/9/2024  11:20:54 AM Chg.0.000 Bid10/9/2024 Ask10/9/2024 Underlying Strike price Expiration date Option type
0.220EUR 0.00% 0.220
Bid Size: 13,500		 0.300
Ask Size: 13,500		 Estee Lauder Compani... 180.00 USD 1/16/2026 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: 1/16/2026
Issue date: 12/11/2023
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.20
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.40
Parity: -7.84
Time value: 0.23
Break-even: 166.30
Moneyness: 0.52
Premium: 0.94
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.14
Theta: -0.01
Omega: 5.15
Rho: 0.12
 

Quote data

Open: 0.210
High: 0.220
Low: 0.210
Previous Close: 0.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month  
+57.14%
3 Months
  -47.62%
YTD
  -89.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.220
1M High / 1M Low: 0.280 0.110
6M High / 6M Low: 2.080 0.110
High (YTD): 3/13/2024 2.550
Low (YTD): 9/20/2024 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.680
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   293.08%
Volatility 6M:   169.28%
Volatility 1Y:   -
Volatility 3Y:   -