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 |
Bid9:28:27 AM |
Ask9:28:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.03EUR |
-8.73% |
3.04 Bid Size: 4,900 |
3.12 Ask Size: 4,900 |
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: |
|
- |