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BNP Paribas Call 200 EL 19.12.202.../  DE000PC1LSQ1  /

Frankfurt Zert./BNP
2024-07-30  6:50:28 PM Chg.-0.030 Bid2024-07-30 Ask2024-07-30 Underlying Strike price Expiration date Option type
0.210EUR -12.50% 0.210
Bid Size: 27,200		 0.220
Ask Size: 27,200		 Estee Lauder Compani... 200.00 USD 2025-12-19 Call
 

Master data

WKN: PC1LSQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 200.00 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: 37.24
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.39
Parity: -9.18
Time value: 0.25
Break-even: 187.36
Moneyness: 0.50
Premium: 1.01
Premium p.a.: 0.65
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.14
Theta: -0.01
Omega: 5.05
Rho: 0.14
 

Quote data

Open: 0.240
High: 0.240
Low: 0.210
Previous Close: 0.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month
  -27.59%
3 Months
  -85.52%
YTD
  -85.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.220
1M High / 1M Low: 0.290 0.200
6M High / 6M Low: 1.890 0.200
High (YTD): 2024-03-13 1.890
Low (YTD): 2024-07-18 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.249
Avg. volume 1M:   0.000
Avg. price 6M:   0.952
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.93%
Volatility 6M:   147.29%
Volatility 1Y:   -
Volatility 3Y:   -