BNP Paribas Put 160 EL 16.01.2026
/ DE000PC1LTM8
BNP Paribas Put 160 EL 16.01.2026/ DE000PC1LTM8 /
| 2024-06-27 9:14:47 AM |
Chg.-0.03 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.69EUR |
-0.64% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
160.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC1LTM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 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: |
-2.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.57 |
| Intrinsic value: |
4.38 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.39 |
| Parity: |
4.38 |
| Time value: |
0.32 |
| Break-even: |
102.81 |
| Moneyness: |
1.41 |
| Premium: |
0.03 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
-0.61 |
| Theta: |
-0.01 |
| Omega: |
-1.39 |
| Rho: |
-1.75 |
Quote data
| Open: |
4.69 |
| High: |
4.69 |
| Low: |
4.69 |
| Previous Close: |
4.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.26% |
| 1 Month |
|
|
+20.88% |
| 3 Months |
|
|
+50.32% |
| YTD |
|
|
+56.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.75 |
4.53 |
| 1M High / 1M Low: |
4.82 |
3.88 |
| 6M High / 6M Low: |
4.82 |
2.59 |
| High (YTD): |
2024-06-20 |
4.82 |
| Low (YTD): |
2024-03-14 |
2.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.35 |
| Avg. volume 1M: |
|
260.87 |
| Avg. price 6M: |
|
3.51 |
| Avg. volume 6M: |
|
94.49 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.62% |
| Volatility 6M: |
|
67.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
