BNP Paribas Put 120 EL 19.12.2025
/ DE000PC1LS60
BNP Paribas Put 120 EL 19.12.2025/ DE000PC1LS60 /
10/9/2024 1:50:40 PM |
Chg.0.000 |
Bid2:03:19 PM |
Ask2:03:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.010EUR |
0.00% |
3.010 Bid Size: 8,500 |
3.090 Ask Size: 8,500 |
Estee Lauder Compani... |
120.00 USD |
12/19/2025 |
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: |
12/19/2025 |
Issue date: |
12/11/2023 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.81 |
Intrinsic value: |
2.38 |
Implied volatility: |
0.46 |
Historic volatility: |
0.40 |
Parity: |
2.38 |
Time value: |
0.63 |
Break-even: |
79.23 |
Moneyness: |
1.28 |
Premium: |
0.07 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.33% |
Delta: |
-0.56 |
Theta: |
-0.01 |
Omega: |
-1.61 |
Rho: |
-0.94 |
Quote data
Open: |
3.010 |
High: |
3.010 |
Low: |
2.970 |
Previous Close: |
3.010 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.36% |
1 Month |
|
|
-10.42% |
3 Months |
|
|
+19.92% |
YTD |
|
|
+121.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.010 |
2.830 |
1M High / 1M Low: |
3.550 |
2.600 |
6M High / 6M Low: |
3.550 |
1.280 |
High (YTD): |
9/11/2024 |
3.550 |
Low (YTD): |
3/13/2024 |
1.080 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.910 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.133 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.395 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.47% |
Volatility 6M: |
|
69.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |