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

Frankfurt Zert./BNP
2024-07-26  4:21:08 PM Chg.+0.020 Bid4:50:34 PM Ask4:50:34 PM Underlying Strike price Expiration date Option type
0.240EUR +9.09% 0.220
Bid Size: 21,800		 0.240
Ask Size: 21,800		 Lindt & Sprungli AG 10,000.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-08-16
Last trading day: 2024-12-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -45.60
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -1.40
Time value: 0.25
Break-even: 9,750.00
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 0.40
Spread abs.: 0.02
Spread %: 8.70%
Delta: -0.19
Theta: -1.75
Omega: -8.79
Rho: -9.85
 

Quote data

Open: 0.240
High: 0.270
Low: 0.230
Previous Close: 0.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.24%
1 Month
  -41.46%
3 Months
  -57.89%
YTD
  -70.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.220
1M High / 1M Low: 0.410 0.220
6M High / 6M Low: 0.640 0.220
High (YTD): 2024-01-03 0.830
Low (YTD): 2024-07-25 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.254
Avg. volume 1W:   0.000
Avg. price 1M:   0.295
Avg. volume 1M:   0.000
Avg. price 6M:   0.419
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.40%
Volatility 6M:   150.77%
Volatility 1Y:   -
Volatility 3Y:   -