BNP Paribas Put 120 EL 19.12.2025
/ DE000PC1LS60
BNP Paribas Put 120 EL 19.12.2025/ DE000PC1LS60 /
02/08/2024 09:20:58 |
Chg.+0.050 |
Bid09:20:59 |
Ask09:20:59 |
Underlying |
Strike price |
Expiration date |
Option type |
2.970EUR |
+1.71% |
2.970 Bid Size: 3,600 |
2.990 Ask Size: 3,600 |
Estee Lauder Compani... |
120.00 USD |
19/12/2025 |
Put |
Master data
WKN: |
PC1LS6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.52 |
Intrinsic value: |
1.88 |
Implied volatility: |
0.44 |
Historic volatility: |
0.39 |
Parity: |
1.88 |
Time value: |
0.89 |
Break-even: |
83.17 |
Moneyness: |
1.20 |
Premium: |
0.10 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.36% |
Delta: |
-0.50 |
Theta: |
-0.01 |
Omega: |
-1.66 |
Rho: |
-1.02 |
Quote data
Open: |
2.940 |
High: |
2.970 |
Low: |
2.940 |
Previous Close: |
2.920 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
+21.22% |
3 Months |
|
|
+92.86% |
YTD |
|
|
+118.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.920 |
2.700 |
1M High / 1M Low: |
2.920 |
2.400 |
6M High / 6M Low: |
2.920 |
1.080 |
High (YTD): |
01/08/2024 |
2.920 |
Low (YTD): |
13/03/2024 |
1.080 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.772 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.640 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.752 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
48.73% |
Volatility 6M: |
|
83.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |