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BNP Paribas Call 150 EL 16.01.202.../  DE000PC1LSX7  /

EUWAX
2024-09-25  9:18:25 AM Chg.+0.100 Bid12:07:02 PM Ask12:07:02 PM Underlying Strike price Expiration date Option type
0.360EUR +38.46% 0.350
Bid Size: 11,500		 0.430
Ask Size: 11,500		 Estee Lauder Compani... 150.00 USD 2026-01-16 Call
 

Master data

WKN: PC1LSX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 150.00 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: 22.83
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.39
Parity: -5.18
Time value: 0.36
Break-even: 137.64
Moneyness: 0.61
Premium: 0.67
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.21
Theta: -0.01
Omega: 4.87
Rho: 0.18
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.14%
1 Month
  -5.26%
3 Months
  -68.70%
YTD
  -88.24%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.230
1M High / 1M Low: 0.420 0.230
6M High / 6M Low: 3.390 0.230
High (YTD): 2024-03-14 3.700
Low (YTD): 2024-09-23 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.314
Avg. volume 1M:   0.000
Avg. price 6M:   1.335
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.78%
Volatility 6M:   122.55%
Volatility 1Y:   -
Volatility 3Y:   -