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

EUWAX
8/30/2024  9:50:48 AM Chg.-0.010 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.210EUR -4.55% -
Bid Size: -		 -
Ask Size: -		 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: -56.48
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.23
Parity: -1.86
Time value: 0.21
Break-even: 9,790.00
Moneyness: 0.84
Premium: 0.17
Premium p.a.: 0.70
Spread abs.: 0.02
Spread %: 10.53%
Delta: -0.16
Theta: -2.33
Omega: -8.78
Rho: -6.25
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month  
+5.00%
3 Months
  -51.16%
YTD
  -73.08%
1 Year
  -72.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.210
1M High / 1M Low: 0.290 0.170
6M High / 6M Low: 0.690 0.170
High (YTD): 1/3/2024 0.800
Low (YTD): 8/5/2024 0.170
52W High: 10/9/2023 1.210
52W Low: 8/5/2024 0.170
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.231
Avg. volume 1M:   0.000
Avg. price 6M:   0.382
Avg. volume 6M:   0.000
Avg. price 1Y:   0.532
Avg. volume 1Y:   0.000
Volatility 1M:   244.09%
Volatility 6M:   181.49%
Volatility 1Y:   152.15%
Volatility 3Y:   -