BNP Paribas Put 11000 LDSVF 20.09.2024
/ DE000PN8TNB9
BNP Paribas Put 11000 LDSVF 20.09.../ DE000PN8TNB9 /
9/13/2024 4:21:24 PM |
Chg.-0.050 |
Bid5:18:26 PM |
Ask5:18:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
-21.74% |
- Bid Size: - |
- Ask Size: - |
Lindt & Sprungli AG |
11,000.00 - |
9/20/2024 |
Put |
Master data
WKN: |
PN8TNB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lindt & Sprungli AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
11,000.00 - |
Maturity: |
9/20/2024 |
Issue date: |
9/26/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-52.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.77 |
Historic volatility: |
0.23 |
Parity: |
-0.55 |
Time value: |
0.22 |
Break-even: |
10,780.00 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
49.71 |
Spread abs.: |
0.04 |
Spread %: |
22.22% |
Delta: |
-0.29 |
Theta: |
-32.27 |
Omega: |
-15.30 |
Rho: |
-0.59 |
Quote data
Open: |
0.220 |
High: |
0.280 |
Low: |
0.170 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-71.88% |
YTD |
|
|
-86.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.120 |
1M High / 1M Low: |
0.360 |
0.090 |
6M High / 6M Low: |
1.090 |
0.090 |
High (YTD): |
1/3/2024 |
1.390 |
Low (YTD): |
9/3/2024 |
0.090 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.164 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.228 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.607 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
358.03% |
Volatility 6M: |
|
232.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |