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BNP Paribas Put 10000 LDSVF 20.12.../  DE000PN7C6A3  /

Frankfurt Zert./BNP
9/9/2024  4:21:08 PM Chg.-0.010 Bid9/9/2024 Ask9/9/2024 Underlying Strike price Expiration date Option type
0.180EUR -5.26% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 10,000.00 - 12/20/2024 Put
 

Master data

WKN: PN7C6A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Put
Strike price: 10,000.00 -
Maturity: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -53.23
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.23
Parity: -1.71
Time value: 0.22
Break-even: 9,780.00
Moneyness: 0.85
Premium: 0.16
Premium p.a.: 0.73
Spread abs.: 0.02
Spread %: 10.00%
Delta: -0.17
Theta: -2.56
Omega: -8.89
Rho: -6.08
 

Quote data

Open: 0.190
High: 0.200
Low: 0.180
Previous Close: 0.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -30.77%
3 Months
  -48.57%
YTD
  -77.78%
1 Year
  -76.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.160
1M High / 1M Low: 0.290 0.160
6M High / 6M Low: 0.640 0.160
High (YTD): 1/3/2024 0.830
Low (YTD): 9/3/2024 0.160
52W High: 10/9/2023 1.160
52W Low: 9/3/2024 0.160
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   0.372
Avg. volume 6M:   0.000
Avg. price 1Y:   0.516
Avg. volume 1Y:   0.000
Volatility 1M:   136.66%
Volatility 6M:   169.08%
Volatility 1Y:   147.98%
Volatility 3Y:   -