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

Frankfurt Zert./BNP
08/11/2024  16:21:07 Chg.-0.040 Bid17:18:53 Ask17:18:53 Underlying Strike price Expiration date Option type
0.230EUR -14.81% -
Bid Size: -		 -
Ask Size: -		 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: -45.67
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.23
Parity: -0.96
Time value: 0.24
Break-even: 9,760.00
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 1.52
Spread abs.: 0.02
Spread %: 9.09%
Delta: -0.24
Theta: -5.82
Omega: -10.77
Rho: -3.17
 

Quote data

Open: 0.250
High: 0.250
Low: 0.230
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.54%
1 Month  
+21.05%
3 Months
  -11.54%
YTD
  -71.60%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.230
1M High / 1M Low: 0.330 0.150
6M High / 6M Low: 0.470 0.140
High (YTD): 03/01/2024 0.830
Low (YTD): 25/09/2024 0.140
52W High: 03/01/2024 0.830
52W Low: 25/09/2024 0.140
Avg. price 1W:   0.256
Avg. volume 1W:   0.000
Avg. price 1M:   0.213
Avg. volume 1M:   0.000
Avg. price 6M:   0.267
Avg. volume 6M:   0.000
Avg. price 1Y:   0.395
Avg. volume 1Y:   0.000
Volatility 1M:   219.69%
Volatility 6M:   193.15%
Volatility 1Y:   163.43%
Volatility 3Y:   -