BNP Paribas Call 110 EL 16.01.2026
/ DE000PC1LSR9
BNP Paribas Call 110 EL 16.01.202.../ DE000PC1LSR9 /
| 2024-06-21 9:08:18 AM |
Chg.+0.08 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.36EUR |
+3.51% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
110.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1LSR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.48 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.39 |
| Parity: |
0.36 |
| Time value: |
2.09 |
| Break-even: |
127.38 |
| Moneyness: |
1.04 |
| Premium: |
0.20 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.82% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
2.90 |
| Rho: |
0.73 |
Quote data
| Open: |
2.36 |
| High: |
2.36 |
| Low: |
2.36 |
| Previous Close: |
2.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.67% |
| 1 Month |
|
|
-34.44% |
| 3 Months |
|
|
-51.84% |
| YTD |
|
|
-52.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.54 |
2.28 |
| 1M High / 1M Low: |
3.60 |
2.28 |
| 6M High / 6M Low: |
5.82 |
2.28 |
| High (YTD): |
2024-03-14 |
5.82 |
| Low (YTD): |
2024-06-20 |
2.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.11% |
| Volatility 6M: |
|
87.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
