BNP Paribas Put 160 EL 16.01.2026
/ DE000PC1LTM8
BNP Paribas Put 160 EL 16.01.2026/ DE000PC1LTM8 /
| 30/07/2024 09:16:50 |
Chg.+0.04 |
Bid15:49:34 |
Ask15:49:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.64EUR |
+0.71% |
5.82
Bid Size: 5,100 |
5.84
Ask Size: 5,100 |
Estee Lauder Compani... |
160.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.48 |
| Intrinsic value: |
5.48 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.39 |
| Parity: |
5.48 |
| Time value: |
0.19 |
| Break-even: |
91.19 |
| Moneyness: |
1.59 |
| Premium: |
0.02 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.35% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-1.07 |
| Rho: |
-1.72 |
Quote data
| Open: |
5.64 |
| High: |
5.64 |
| Low: |
5.64 |
| Previous Close: |
5.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.44% |
| 1 Month |
|
|
+16.05% |
| 3 Months |
|
|
+86.14% |
| YTD |
|
|
+88.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.73 |
5.54 |
| 1M High / 1M Low: |
5.88 |
5.16 |
| 6M High / 6M Low: |
5.88 |
2.59 |
| High (YTD): |
19/07/2024 |
5.88 |
| Low (YTD): |
14/03/2024 |
2.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.82 |
| Avg. volume 6M: |
|
94.49 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.88% |
| Volatility 6M: |
|
65.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
