BNP Paribas Put 120 EL 16.01.2026
/ DE000PC1LTG0
BNP Paribas Put 120 EL 16.01.2026/ DE000PC1LTG0 /
| 2024-07-30 9:50:30 PM |
Chg.+0.090 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.810EUR |
+3.31% |
2.810
Bid Size: 7,100 |
2.820
Ask Size: 7,100 |
Estee Lauder Compani... |
120.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC1LTG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 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: |
-3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.39 |
| Parity: |
1.78 |
| Time value: |
0.97 |
| Break-even: |
83.41 |
| Moneyness: |
1.19 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
-0.48 |
| Theta: |
-0.01 |
| Omega: |
-1.64 |
| Rho: |
-1.06 |
Quote data
| Open: |
2.740 |
| High: |
2.880 |
| Low: |
2.730 |
| Previous Close: |
2.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.08% |
| 1 Month |
|
|
+13.77% |
| 3 Months |
|
|
+103.62% |
| YTD |
|
|
+102.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.810 |
2.720 |
| 1M High / 1M Low: |
2.900 |
2.410 |
| 6M High / 6M Low: |
2.900 |
1.110 |
| High (YTD): |
2024-07-18 |
2.900 |
| Low (YTD): |
2024-03-13 |
1.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.640 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.767 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.51% |
| Volatility 6M: |
|
81.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
