BNP Paribas Put 110 EL 19.12.2025
/ DE000PC1LS52
BNP Paribas Put 110 EL 19.12.2025/ DE000PC1LS52 /
| 2024-09-25 9:18:26 AM |
Chg.-0.25 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.37EUR |
-9.54% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
110.00 USD |
2025-12-19 |
Put |
Master data
| WKN: |
PC1LS5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.39 |
| Parity: |
1.61 |
| Time value: |
0.80 |
| Break-even: |
74.19 |
| Moneyness: |
1.20 |
| Premium: |
0.10 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.42% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-1.74 |
| Rho: |
-0.81 |
Quote data
| Open: |
2.37 |
| High: |
2.37 |
| Low: |
2.37 |
| Previous Close: |
2.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.78% |
| 1 Month |
|
|
-2.87% |
| 3 Months |
|
|
+53.90% |
| YTD |
|
|
+121.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.76 |
2.45 |
| 1M High / 1M Low: |
2.82 |
2.28 |
| 6M High / 6M Low: |
2.82 |
0.95 |
| High (YTD): |
2024-09-13 |
2.82 |
| Low (YTD): |
2024-03-14 |
0.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.12% |
| Volatility 6M: |
|
78.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
