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

EUWAX
08/11/2024  10:22:03 Chg.-0.030 Bid16:30:02 Ask16:30:02 Underlying Strike price Expiration date Option type
0.240EUR -11.11% 0.230
Bid Size: 14,800		 0.250
Ask Size: 14,800		 Lindt & Sprungli AG 10,000.00 - 20/12/2024 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: 20/12/2024
Issue date: 16/08/2023
Last trading day: 19/12/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -37.24
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.23
Parity: -0.80
Time value: 0.29
Break-even: 9,710.00
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 1.31
Spread abs.: 0.02
Spread %: 7.41%
Delta: -0.27
Theta: -6.11
Omega: -10.07
Rho: -3.69
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+33.33%
3 Months  
+26.32%
YTD
  -69.23%
1 Year
  -68.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.200
1M High / 1M Low: 0.300 0.120
6M High / 6M Low: 0.510 0.120
High (YTD): 03/01/2024 0.800
Low (YTD): 21/10/2024 0.120
52W High: 03/01/2024 0.800
52W Low: 21/10/2024 0.120
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.199
Avg. volume 1M:   0.000
Avg. price 6M:   0.265
Avg. volume 6M:   0.000
Avg. price 1Y:   0.396
Avg. volume 1Y:   0.000
Volatility 1M:   352.37%
Volatility 6M:   239.95%
Volatility 1Y:   194.03%
Volatility 3Y:   -