BNP Paribas Put 130 EL 16.01.2026
/ DE000PC1LTJ4
BNP Paribas Put 130 EL 16.01.2026/ DE000PC1LTJ4 /
| 9/5/2024 9:20:03 AM |
Chg.-0.04 |
Bid10:00:10 PM |
Ask10:00:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.72EUR |
-1.06% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
130.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| 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: |
3.72 |
| High: |
3.72 |
| Low: |
3.72 |
| Previous Close: |
3.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.88% |
| 1 Month |
|
|
-4.12% |
| 3 Months |
|
|
+62.45% |
| YTD |
|
|
+116.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.87 |
3.72 |
| 1M High / 1M Low: |
4.25 |
3.59 |
| 6M High / 6M Low: |
4.25 |
1.44 |
| High (YTD): |
8/13/2024 |
4.25 |
| Low (YTD): |
3/14/2024 |
1.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.92% |
| Volatility 6M: |
|
73.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
