BNP Paribas Call 220 EL 16.01.2026
/ DE000PC5C1C5
BNP Paribas Call 220 EL 16.01.202.../ DE000PC5C1C5 /
06/09/2024 08:50:39 |
Chg.-0.010 |
Bid09:01:35 |
Ask09:01:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.063EUR |
-13.70% |
0.063 Bid Size: 10,000 |
0.100 Ask Size: 10,000 |
Estee Lauder Compani... |
220.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
PC5C1C |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
21/02/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
91.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.38 |
Parity: |
-11.52 |
Time value: |
0.09 |
Break-even: |
199.46 |
Moneyness: |
0.42 |
Premium: |
1.39 |
Premium p.a.: |
0.89 |
Spread abs.: |
0.01 |
Spread %: |
13.75% |
Delta: |
0.06 |
Theta: |
-0.01 |
Omega: |
5.84 |
Rho: |
0.06 |
Quote data
Open: |
0.063 |
High: |
0.063 |
Low: |
0.063 |
Previous Close: |
0.073 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-13.70% |
1 Month |
|
|
-47.50% |
3 Months |
|
|
-85.68% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.081 |
0.073 |
1M High / 1M Low: |
0.120 |
0.073 |
6M High / 6M Low: |
1.500 |
0.073 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.076 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.091 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.531 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
193.73% |
Volatility 6M: |
|
151.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |