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BNP Paribas Put 130 EL 19.12.2025/  DE000PC1LS78  /

Frankfurt Zert./BNP
11/10/2024  10:21:07 Chg.0.000 Bid11/10/2024 Ask11/10/2024 Underlying Strike price Expiration date Option type
3.650EUR 0.00% 3.650
Bid Size: 8,200		 3.730
Ask Size: 8,200		 Estee Lauder Compani... 130.00 USD 19/12/2025 Put
 

Master data

WKN: PC1LS7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 130.00 USD
Maturity: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.37
Leverage: Yes

Calculated values

Fair value: 3.45
Intrinsic value: 3.21
Implied volatility: 0.46
Historic volatility: 0.40
Parity: 3.21
Time value: 0.45
Break-even: 82.30
Moneyness: 1.37
Premium: 0.05
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.27%
Delta: -0.62
Theta: -0.01
Omega: -1.46
Rho: -1.07
 

Quote data

Open: 3.650
High: 3.650
Low: 3.650
Previous Close: 3.650
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.24%
1 Month
  -15.31%
3 Months  
+12.65%
YTD  
+115.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.730 3.570
1M High / 1M Low: 4.310 3.230
6M High / 6M Low: 4.310 1.630
High (YTD): 11/09/2024 4.310
Low (YTD): 13/03/2024 1.370
52W High: - -
52W Low: - -
Avg. price 1W:   3.648
Avg. volume 1W:   0.000
Avg. price 1M:   3.798
Avg. volume 1M:   0.000
Avg. price 6M:   3.003
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.28%
Volatility 6M:   64.79%
Volatility 1Y:   -
Volatility 3Y:   -