BNP Paribas Call 220 EL 16.01.202.../  DE000PC5C1C5  /

Frankfurt Zert./BNP
2024-07-05  9:50:26 PM Chg.0.000 Bid2024-07-05 Ask2024-07-05 Underlying Strike price Expiration date Option type
0.210EUR 0.00% 0.210
Bid Size: 12,600
0.230
Ask Size: 12,600
Estee Lauder Compani... 220.00 USD 2026-01-16 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: 2026-01-16
Issue date: 2024-02-21
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.66
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.39
Parity: -10.48
Time value: 0.23
Break-even: 205.26
Moneyness: 0.48
Premium: 1.09
Premium p.a.: 0.62
Spread abs.: 0.02
Spread %: 9.52%
Delta: 0.12
Theta: -0.01
Omega: 5.15
Rho: 0.15
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -46.15%
3 Months
  -80.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.190
1M High / 1M Low: 0.390 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.208
Avg. volume 1W:   0.000
Avg. price 1M:   0.275
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -