OverviewChartNewsTraderScreen

BNP Paribas Call 180 EL 19.12.202.../  DE000PC1LSN8  /

Frankfurt Zert./BNP
2024-07-30  5:35:26 PM Chg.-0.030 Bid5:41:58 PM Ask5:41:58 PM Underlying Strike price Expiration date Option type
0.320EUR -8.57% 0.320
Bid Size: 22,000		 0.330
Ask Size: 22,000		 Estee Lauder Compani... 180.00 USD 2025-12-19 Call
 

Master data

WKN: PC1LSN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 180.00 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: 25.86
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.39
Parity: -7.33
Time value: 0.36
Break-even: 169.97
Moneyness: 0.56
Premium: 0.83
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.18
Theta: -0.01
Omega: 4.78
Rho: 0.19
 

Quote data

Open: 0.350
High: 0.350
Low: 0.320
Previous Close: 0.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.03%
1 Month
  -25.58%
3 Months
  -83.51%
YTD
  -83.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.330
1M High / 1M Low: 0.430 0.300
6M High / 6M Low: 2.480 0.300
High (YTD): 2024-03-13 2.480
Low (YTD): 2024-07-18 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.368
Avg. volume 1M:   0.000
Avg. price 6M:   1.304
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.79%
Volatility 6M:   135.91%
Volatility 1Y:   -
Volatility 3Y:   -