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BNP Paribas Put 110 EL 16.01.2026/  DE000PC1LTD7  /

Frankfurt Zert./BNP
2024-07-30  5:50:40 PM Chg.+0.080 Bid6:00:55 PM Ask6:00:55 PM Underlying Strike price Expiration date Option type
2.240EUR +3.70% 2.220
Bid Size: 14,000		 2.230
Ask Size: 14,000		 Estee Lauder Compani... 110.00 USD 2026-01-16 Put
 

Master data

WKN: PC1LTD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
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: -4.27
Leverage: Yes

Calculated values

Fair value: 1.93
Intrinsic value: 0.86
Implied volatility: 0.44
Historic volatility: 0.39
Parity: 0.86
Time value: 1.32
Break-even: 79.87
Moneyness: 1.09
Premium: 0.14
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.46%
Delta: -0.42
Theta: -0.01
Omega: -1.79
Rho: -0.89
 

Quote data

Open: 2.170
High: 2.260
Low: 2.160
Previous Close: 2.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month  
+16.06%
3 Months  
+109.35%
YTD  
+103.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.200 2.150
1M High / 1M Low: 2.300 1.880
6M High / 6M Low: 2.300 0.860
High (YTD): 2024-07-18 2.300
Low (YTD): 2024-03-13 0.860
52W High: - -
52W Low: - -
Avg. price 1W:   2.166
Avg. volume 1W:   0.000
Avg. price 1M:   2.073
Avg. volume 1M:   0.000
Avg. price 6M:   1.372
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.50%
Volatility 6M:   84.59%
Volatility 1Y:   -
Volatility 3Y:   -