BNP Paribas Put 120 EL 20.06.2025
/ DE000PC9XA35
BNP Paribas Put 120 EL 20.06.2025/ DE000PC9XA35 /
| 2024-08-01 5:35:18 PM |
Chg.+0.190 |
Bid5:36:50 PM |
Ask5:36:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.730EUR |
+7.48% |
2.730
Bid Size: 18,600 |
2.740
Ask Size: 18,600 |
Estee Lauder Compani... |
120.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
PC9XA3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.33 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.39 |
| Parity: |
1.88 |
| Time value: |
0.68 |
| Break-even: |
85.27 |
| Moneyness: |
1.20 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
-0.56 |
| Theta: |
-0.02 |
| Omega: |
-2.01 |
| Rho: |
-0.68 |
Quote data
| Open: |
2.530 |
| High: |
2.730 |
| Low: |
2.530 |
| Previous Close: |
2.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
+21.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.570 |
2.460 |
| 1M High / 1M Low: |
2.680 |
2.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.389 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
