BNP Paribas Put 11000 LDSVF 20.09.2024
/ DE000PN8TNB9
BNP Paribas Put 11000 LDSVF 20.09.../ DE000PN8TNB9 /
9/3/2024 9:51:56 AM |
Chg.- |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
- |
- 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: |
-74.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.23 |
Parity: |
-0.90 |
Time value: |
0.16 |
Break-even: |
10,840.00 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
5.25 |
Spread abs.: |
0.04 |
Spread %: |
33.33% |
Delta: |
-0.21 |
Theta: |
-10.55 |
Omega: |
-15.66 |
Rho: |
-1.24 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-55.56% |
1 Month |
|
|
-67.57% |
3 Months |
|
|
-84.81% |
YTD |
|
|
-90.84% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.110 |
1M High / 1M Low: |
0.400 |
0.110 |
6M High / 6M Low: |
1.140 |
0.110 |
High (YTD): |
1/3/2024 |
1.330 |
Low (YTD): |
9/2/2024 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.190 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.279 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.637 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
300.79% |
Volatility 6M: |
|
209.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |