BNP Paribas Put 130 EL 16.01.2026
/ DE000PC1LTJ4
BNP Paribas Put 130 EL 16.01.2026/ DE000PC1LTJ4 /
2024-09-05 9:50:29 PM |
Chg.+0.130 |
Bid9:55:39 PM |
Ask9:55:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.890EUR |
+3.46% |
3.890 Bid Size: 7,700 |
3.900 Ask Size: 7,700 |
Estee Lauder Compani... |
130.00 USD |
2026-01-16 |
Put |
Master data
WKN: |
PC1LTJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-11 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.49 |
Intrinsic value: |
3.39 |
Implied volatility: |
0.45 |
Historic volatility: |
0.38 |
Parity: |
3.39 |
Time value: |
0.35 |
Break-even: |
79.93 |
Moneyness: |
1.41 |
Premium: |
0.04 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.01 |
Spread %: |
0.27% |
Delta: |
-0.62 |
Theta: |
-0.01 |
Omega: |
-1.37 |
Rho: |
-1.21 |
Quote data
Open: |
3.720 |
High: |
3.920 |
Low: |
3.670 |
Previous Close: |
3.760 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.78% |
1 Month |
|
|
-2.26% |
3 Months |
|
|
+68.40% |
YTD |
|
|
+126.16% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.860 |
3.700 |
1M High / 1M Low: |
4.290 |
3.580 |
6M High / 6M Low: |
4.290 |
1.400 |
High (YTD): |
2024-08-12 |
4.290 |
Low (YTD): |
2024-03-13 |
1.400 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.764 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.818 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.601 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
56.65% |
Volatility 6M: |
|
70.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |