BNP Paribas Put 150 EL 16.01.2026
/ DE000PC1LTL0
BNP Paribas Put 150 EL 16.01.2026/ DE000PC1LTL0 /
05/07/2024 09:13:09 |
Chg.+0.04 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
4.42EUR |
+0.91% |
- Bid Size: - |
- Ask Size: - |
Estee Lauder Compani... |
150.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
PC1LTL |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 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: |
-2.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.18 |
Intrinsic value: |
4.03 |
Implied volatility: |
0.44 |
Historic volatility: |
0.39 |
Parity: |
4.03 |
Time value: |
0.38 |
Break-even: |
94.28 |
Moneyness: |
1.41 |
Premium: |
0.04 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
0.46% |
Delta: |
-0.60 |
Theta: |
-0.01 |
Omega: |
-1.34 |
Rho: |
-1.58 |
Quote data
Open: |
4.42 |
High: |
4.42 |
Low: |
4.42 |
Previous Close: |
4.38 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.54% |
1 Month |
|
|
+31.94% |
3 Months |
|
|
+64.31% |
YTD |
|
|
+75.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.52 |
4.38 |
1M High / 1M Low: |
4.52 |
3.35 |
6M High / 6M Low: |
4.52 |
2.16 |
High (YTD): |
02/07/2024 |
4.52 |
Low (YTD): |
14/03/2024 |
2.16 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.43 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.05 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
48.15% |
Volatility 6M: |
|
73.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |