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BNP Paribas Put 11000 LDSVF 20.09.../  DE000PN8TNB9  /

EUWAX
29/07/2024  10:22:01 Chg.-0.080 Bid15:42:27 Ask15:42:27 Underlying Strike price Expiration date Option type
0.350EUR -18.60% 0.400
Bid Size: 12,300		 0.420
Ask Size: 12,300		 Lindt & Sprungli AG 11,000.00 - 20/09/2024 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: 20/09/2024
Issue date: 26/09/2023
Last trading day: 19/09/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -28.85
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.22
Parity: -0.25
Time value: 0.39
Break-even: 10,610.00
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.46
Spread abs.: 0.02
Spread %: 5.41%
Delta: -0.39
Theta: -4.39
Omega: -11.12
Rho: -6.86
 

Quote data

Open: 0.360
High: 0.360
Low: 0.350
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.91%
1 Month
  -55.70%
3 Months
  -64.65%
YTD
  -73.28%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.370
1M High / 1M Low: 0.760 0.370
6M High / 6M Low: 1.140 0.370
High (YTD): 03/01/2024 1.330
Low (YTD): 23/07/2024 0.370
52W High: - -
52W Low: - -
Avg. price 1W:   0.430
Avg. volume 1W:   0.000
Avg. price 1M:   0.523
Avg. volume 1M:   0.000
Avg. price 6M:   0.722
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   237.76%
Volatility 6M:   170.44%
Volatility 1Y:   -
Volatility 3Y:   -