BNP Paribas Put 110 EL 16.01.2026
/ DE000PC1LTD7
BNP Paribas Put 110 EL 16.01.2026/ DE000PC1LTD7 /
| 7/5/2024 9:13:09 AM |
Chg.+0.03 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.91EUR |
+1.60% |
-
Bid Size: - |
-
Ask Size: - |
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: |
1.91 |
| High: |
1.91 |
| Low: |
1.91 |
| Previous Close: |
1.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.05% |
| 1 Month |
|
|
+38.41% |
| 3 Months |
|
|
+69.03% |
| YTD |
|
|
+73.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.88 |
| 1M High / 1M Low: |
1.96 |
1.38 |
| 6M High / 6M Low: |
1.96 |
0.89 |
| High (YTD): |
7/2/2024 |
1.96 |
| Low (YTD): |
3/14/2024 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.33% |
| Volatility 6M: |
|
88.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
