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BNP Paribas Put 110 EL 16.01.2026/  DE000PC1LTD7  /

Frankfurt Zert./BNP
2024-10-09  11:21:11 AM Chg.-0.030 Bid2024-10-09 Ask2024-10-09 Underlying Strike price Expiration date Option type
2.380EUR -1.24% 2.380
Bid Size: 7,800		 2.460
Ask Size: 7,800		 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: -3.55
Leverage: Yes

Calculated values

Fair value: 2.20
Intrinsic value: 1.47
Implied volatility: 0.45
Historic volatility: 0.40
Parity: 1.47
Time value: 0.94
Break-even: 76.12
Moneyness: 1.17
Premium: 0.11
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.42%
Delta: -0.49
Theta: -0.01
Omega: -1.73
Rho: -0.84
 

Quote data

Open: 2.400
High: 2.400
Low: 2.380
Previous Close: 2.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.85%
1 Month
  -11.85%
3 Months  
+20.20%
YTD  
+116.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.410 2.270
1M High / 1M Low: 2.870 2.070
6M High / 6M Low: 2.870 1.020
High (YTD): 2024-09-11 2.870
Low (YTD): 2024-03-13 0.860
52W High: - -
52W Low: - -
Avg. price 1W:   2.326
Avg. volume 1W:   0.000
Avg. price 1M:   2.515
Avg. volume 1M:   0.000
Avg. price 6M:   1.911
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.58%
Volatility 6M:   70.60%
Volatility 1Y:   -
Volatility 3Y:   -