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BNP Paribas Call 140 EL 16.01.202.../  DE000PC1LSW9  /

EUWAX
2024-09-24  9:16:28 AM Chg.+0.040 Bid9:31:49 PM Ask9:31:49 PM Underlying Strike price Expiration date Option type
0.350EUR +12.90% 0.460
Bid Size: 20,400		 0.470
Ask Size: 20,400		 Estee Lauder Compani... 140.00 USD 2026-01-16 Call
 

Master data

WKN: PC1LSW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 140.00 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: 22.29
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.38
Parity: -4.80
Time value: 0.35
Break-even: 129.50
Moneyness: 0.62
Premium: 0.66
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.22
Theta: -0.01
Omega: 4.87
Rho: 0.18
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.38%
1 Month
  -28.57%
3 Months
  -74.26%
YTD
  -89.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.310
1M High / 1M Low: 0.540 0.310
6M High / 6M Low: 3.840 0.310
High (YTD): 2024-03-14 4.170
Low (YTD): 2024-09-23 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.358
Avg. volume 1W:   0.000
Avg. price 1M:   0.414
Avg. volume 1M:   0.000
Avg. price 6M:   1.589
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.76%
Volatility 6M:   115.81%
Volatility 1Y:   -
Volatility 3Y:   -