BNP Paribas Put 10000 LDSVF 20.12.2024
/ DE000PN7C6A3
BNP Paribas Put 10000 LDSVF 20.12.../ DE000PN7C6A3 /
| 26/07/2024 10:12:11 |
Chg.0.000 |
Bid17:20:00 |
Ask17:20:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
0.00% |
-
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: |
-45.60 |
| 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: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-56.14% |
| YTD |
|
|
-67.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.220 |
| 1M High / 1M Low: |
0.420 |
0.220 |
| 6M High / 6M Low: |
0.690 |
0.220 |
| High (YTD): |
03/01/2024 |
0.800 |
| Low (YTD): |
23/07/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.421 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.61% |
| Volatility 6M: |
|
164.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
