BNP Paribas Put 130 EL 16.01.2026
/ DE000PC1LTJ4
BNP Paribas Put 130 EL 16.01.2026/ DE000PC1LTJ4 /
| 2024-07-08 9:50:26 PM |
Chg.0.000 |
Bid9:57:27 PM |
Ask9:57:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.020EUR |
0.00% |
3.020
Bid Size: 6,500 |
3.040
Ask Size: 6,500 |
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: |
-3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.18 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.39 |
| Parity: |
2.18 |
| Time value: |
0.86 |
| Break-even: |
89.68 |
| Moneyness: |
1.22 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.66% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-1.64 |
| Rho: |
-1.22 |
Quote data
| Open: |
3.070 |
| High: |
3.070 |
| Low: |
2.980 |
| Previous Close: |
3.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.63% |
| 1 Month |
|
|
+27.43% |
| 3 Months |
|
|
+79.76% |
| YTD |
|
|
+75.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.070 |
3.010 |
| 1M High / 1M Low: |
3.120 |
2.430 |
| 6M High / 6M Low: |
3.120 |
1.400 |
| High (YTD): |
2024-07-01 |
3.120 |
| Low (YTD): |
2024-03-13 |
1.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.073 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.71% |
| Volatility 6M: |
|
79.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
