BNP Paribas Put 11000 LDSVF 20.09.2024
/ DE000PN8TNB9
BNP Paribas Put 11000 LDSVF 20.09.../ DE000PN8TNB9 /
| 30/08/2024 16:21:18 |
Chg.-0.120 |
Bid17:18:28 |
Ask17:18:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-44.44% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-65.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.23 |
| Parity: |
-0.86 |
| Time value: |
0.18 |
| Break-even: |
10,820.00 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
3.64 |
| Spread abs.: |
0.04 |
| Spread %: |
28.57% |
| Delta: |
-0.23 |
| Theta: |
-9.54 |
| Omega: |
-14.84 |
| Rho: |
-1.56 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.140 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.44% |
| 1 Month |
|
|
-54.55% |
| 3 Months |
|
|
-81.25% |
| YTD |
|
|
-88.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.150 |
| 1M High / 1M Low: |
0.410 |
0.150 |
| 6M High / 6M Low: |
1.090 |
0.150 |
| High (YTD): |
03/01/2024 |
1.390 |
| Low (YTD): |
30/08/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.306 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.647 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
351.14% |
| Volatility 6M: |
|
205.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
