BNP Paribas Put 120 EL 19.12.2025/  DE000PC1LS60  /

EUWAX
01/08/2024  09:09:50 Chg.0.00 Bid14:34:24 Ask14:34:24 Underlying Strike price Expiration date Option type
2.76EUR 0.00% 2.74
Bid Size: 7,200
2.76
Ask Size: 7,200
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: 2.76
High: 2.76
Low: 2.76
Previous Close: 2.76
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.36%
1 Month  
+15.48%
3 Months  
+105.97%
YTD  
+102.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.77 2.67
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:   2.73
Avg. volume 1W:   0.00
Avg. price 1M:   2.60
Avg. volume 1M:   0.00
Avg. price 6M:   1.74
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   47.43%
Volatility 6M:   85.13%
Volatility 1Y:   -
Volatility 3Y:   -