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

EUWAX
6/27/2024  10:05:52 AM Chg.+0.120 Bid10:30:09 AM Ask10:30:09 AM Underlying Strike price Expiration date Option type
0.420EUR +40.00% 0.410
Bid Size: 17,000		 0.430
Ask Size: 17,000		 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: -25.79
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.22
Parity: -0.83
Time value: 0.42
Break-even: 9,580.00
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 5.00%
Delta: -0.28
Theta: -1.74
Omega: -7.21
Rho: -16.62
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+10.53%
3 Months
  -20.75%
YTD
  -46.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.270
1M High / 1M Low: 0.460 0.270
6M High / 6M Low: 0.800 0.270
High (YTD): 1/3/2024 0.800
Low (YTD): 6/24/2024 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.371
Avg. volume 1M:   0.000
Avg. price 6M:   0.474
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.57%
Volatility 6M:   144.30%
Volatility 1Y:   -
Volatility 3Y:   -