BNP Paribas Put 10000 LDSVF 20.12.2024
/ DE000PN7C6A3
BNP Paribas Put 10000 LDSVF 20.12.../ DE000PN7C6A3 /
30/08/2024 09:50:48 |
Chg.-0.010 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
-4.55% |
- 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: |
-46.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.23 |
Parity: |
-1.60 |
Time value: |
0.25 |
Break-even: |
9,750.00 |
Moneyness: |
0.86 |
Premium: |
0.16 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.02 |
Spread %: |
8.70% |
Delta: |
-0.18 |
Theta: |
-2.47 |
Omega: |
-8.46 |
Rho: |
-7.26 |
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): |
03/01/2024 |
0.800 |
Low (YTD): |
05/08/2024 |
0.170 |
52W High: |
09/10/2023 |
1.210 |
52W Low: |
05/08/2024 |
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: |
|
- |