BNP Paribas Put 120 EL 19.12.2025/  DE000PC1LS60  /

EUWAX
9/6/2024  9:18:34 AM Chg.+0.16 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
3.16EUR +5.33% -
Bid Size: -
-
Ask Size: -
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: -2.36
Leverage: Yes

Calculated values

Fair value: 3.08
Intrinsic value: 2.93
Implied volatility: 0.46
Historic volatility: 0.38
Parity: 2.93
Time value: 0.41
Break-even: 74.85
Moneyness: 1.37
Premium: 0.05
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.30%
Delta: -0.60
Theta: -0.01
Omega: -1.42
Rho: -1.04
 

Quote data

Open: 3.16
High: 3.16
Low: 3.16
Previous Close: 3.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.96%
1 Month  
+1.28%
3 Months  
+80.57%
YTD  
+132.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.16 3.00
1M High / 1M Low: 3.49 2.90
6M High / 6M Low: 3.49 1.11
High (YTD): 8/13/2024 3.49
Low (YTD): 3/14/2024 1.11
52W High: - -
52W Low: - -
Avg. price 1W:   3.04
Avg. volume 1W:   0.00
Avg. price 1M:   3.09
Avg. volume 1M:   0.00
Avg. price 6M:   2.08
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.97%
Volatility 6M:   78.45%
Volatility 1Y:   -
Volatility 3Y:   -