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

EUWAX
7/30/2024  10:06:25 AM Chg.-0.010 Bid11:33:47 AM Ask11:33:47 AM Underlying Strike price Expiration date Option type
0.210EUR -4.55% 0.220
Bid Size: 22,200		 0.240
Ask Size: 22,200		 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: -45.40
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -1.35
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: -0.20
Theta: -1.78
Omega: -8.91
Rho: -9.71
 

Quote data

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

Performance

1 Week
  -4.55%
1 Month
  -48.78%
3 Months
  -61.82%
YTD
  -73.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.220
1M High / 1M Low: 0.390 0.220
6M High / 6M Low: 0.690 0.220
High (YTD): 1/3/2024 0.800
Low (YTD): 7/29/2024 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.279
Avg. volume 1M:   0.000
Avg. price 6M:   0.417
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.29%
Volatility 6M:   163.31%
Volatility 1Y:   -
Volatility 3Y:   -