BNP Paribas Put 120 EL 16.01.2026
/ DE000PC1LTG0
BNP Paribas Put 120 EL 16.01.2026/ DE000PC1LTG0 /
| 9/17/2024 9:13:34 AM |
Chg.-0.05 |
Bid2:39:44 PM |
Ask2:39:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.49EUR |
-1.41% |
3.44
Bid Size: 8,700 |
3.46
Ask Size: 8,700 |
Estee Lauder Compani... |
120.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.23 |
| Intrinsic value: |
3.13 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.38 |
| Parity: |
3.13 |
| Time value: |
0.36 |
| Break-even: |
72.92 |
| Moneyness: |
1.41 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.29% |
| Delta: |
-0.62 |
| Theta: |
-0.01 |
| Omega: |
-1.35 |
| Rho: |
-1.09 |
Quote data
| Open: |
3.49 |
| High: |
3.49 |
| Low: |
3.49 |
| Previous Close: |
3.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.25% |
| 1 Month |
|
|
+15.95% |
| 3 Months |
|
|
+64.62% |
| YTD |
|
|
+151.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.55 |
3.38 |
| 1M High / 1M Low: |
3.55 |
2.92 |
| 6M High / 6M Low: |
3.55 |
1.27 |
| High (YTD): |
9/13/2024 |
3.55 |
| Low (YTD): |
3/14/2024 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.61% |
| Volatility 6M: |
|
72.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
