BNP Paribas Put 120 EL 19.12.2025
/ DE000PC1LS60
BNP Paribas Put 120 EL 19.12.2025/ DE000PC1LS60 /
| 31/07/2024 09:06:04 |
Chg.+0.05 |
Bid17:25:12 |
Ask17:25:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.76EUR |
+1.85% |
2.75
Bid Size: 14,400 |
2.76
Ask Size: 14,400 |
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: |
-3.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.54 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.39 |
| Parity: |
1.90 |
| Time value: |
0.89 |
| Break-even: |
83.05 |
| Moneyness: |
1.21 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.36% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-1.65 |
| Rho: |
-1.02 |
Quote data
| Open: |
2.76 |
| High: |
2.76 |
| Low: |
2.76 |
| Previous Close: |
2.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
+26.03% |
| 3 Months |
|
|
+105.97% |
| YTD |
|
|
+102.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.77 |
2.64 |
| 1M High / 1M Low: |
2.87 |
2.39 |
| 6M High / 6M Low: |
2.87 |
1.11 |
| High (YTD): |
19/07/2024 |
2.87 |
| Low (YTD): |
14/03/2024 |
1.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.42% |
| Volatility 6M: |
|
85.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
