BNP Paribas Put 130 EL 16.01.2026
/ DE000PC1LTJ4
BNP Paribas Put 130 EL 16.01.2026/ DE000PC1LTJ4 /
| 05/07/2024 09:13:09 |
Chg.+0.03 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.03EUR |
+1.00% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
130.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.86 |
| Intrinsic value: |
2.18 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.39 |
| Parity: |
2.18 |
| Time value: |
0.86 |
| Break-even: |
89.53 |
| 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: |
-1.63 |
| Rho: |
-1.23 |
Quote data
| Open: |
3.03 |
| High: |
3.03 |
| Low: |
3.03 |
| Previous Close: |
3.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.60% |
| 1 Month |
|
|
+35.27% |
| 3 Months |
|
|
+67.40% |
| YTD |
|
|
+76.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.11 |
3.00 |
| 1M High / 1M Low: |
3.11 |
2.24 |
| 6M High / 6M Low: |
3.11 |
1.44 |
| High (YTD): |
02/07/2024 |
3.11 |
| Low (YTD): |
14/03/2024 |
1.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.14% |
| Volatility 6M: |
|
81.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
