BNP Paribas Put 110 EL 16.01.2026
/ DE000PC1LTD7
BNP Paribas Put 110 EL 16.01.2026/ DE000PC1LTD7 /
7/5/2024 9:50:34 PM |
Chg.-0.010 |
Bid9:52:14 PM |
Ask9:52:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.900EUR |
-0.52% |
1.900 Bid Size: 6,500 |
1.920 Ask Size: 6,500 |
Estee Lauder Compani... |
110.00 USD |
1/16/2026 |
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: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.74 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.43 |
Historic volatility: |
0.39 |
Parity: |
0.34 |
Time value: |
1.58 |
Break-even: |
82.28 |
Moneyness: |
1.03 |
Premium: |
0.16 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.05% |
Delta: |
-0.38 |
Theta: |
-0.01 |
Omega: |
-1.94 |
Rho: |
-0.86 |
Quote data
Open: |
1.900 |
High: |
1.940 |
Low: |
1.890 |
Previous Close: |
1.910 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.55% |
1 Month |
|
|
+31.03% |
3 Months |
|
|
+69.64% |
YTD |
|
|
+72.73% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.970 |
1.880 |
1M High / 1M Low: |
1.970 |
1.450 |
6M High / 6M Low: |
1.970 |
0.860 |
High (YTD): |
7/1/2024 |
1.970 |
Low (YTD): |
3/13/2024 |
0.860 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.920 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.705 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.287 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.83% |
Volatility 6M: |
|
85.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |