BNP Paribas Put 120 EL 16.01.2026
/ DE000PC1LTG0
BNP Paribas Put 120 EL 16.01.2026/ DE000PC1LTG0 /
| 2024-09-25 9:18:27 AM |
Chg.-0.29 |
Bid11:28:21 AM |
Ask11:28:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.03EUR |
-8.73% |
3.11
Bid Size: 9,600 |
3.19
Ask Size: 9,600 |
Estee Lauder Compani... |
120.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC1LTG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 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: |
-2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.83 |
| Intrinsic value: |
2.50 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.39 |
| Parity: |
2.50 |
| Time value: |
0.57 |
| Break-even: |
76.53 |
| Moneyness: |
1.30 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-1.52 |
| Rho: |
-1.01 |
Quote data
| Open: |
3.03 |
| High: |
3.03 |
| Low: |
3.03 |
| Previous Close: |
3.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.06% |
| 1 Month |
|
|
-2.26% |
| 3 Months |
|
|
+49.26% |
| YTD |
|
|
+117.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.48 |
3.12 |
| 1M High / 1M Low: |
3.55 |
2.92 |
| 6M High / 6M Low: |
3.55 |
1.27 |
| High (YTD): |
2024-09-13 |
3.55 |
| Low (YTD): |
2024-03-14 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.06% |
| Volatility 6M: |
|
73.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
