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

Frankfurt Zert./BNP
2024-06-27  1:21:26 PM Chg.+0.020 Bid1:44:49 PM Ask1:44:49 PM Underlying Strike price Expiration date Option type
0.810EUR +2.53% 0.810
Bid Size: 13,100		 0.830
Ask Size: 13,100		 Lindt & Sprungli AG 11,000.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -13.88
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.17
Implied volatility: 0.35
Historic volatility: 0.22
Parity: 0.17
Time value: 0.61
Break-even: 10,220.00
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 2.63%
Delta: -0.48
Theta: -3.74
Omega: -6.70
Rho: -13.98
 

Quote data

Open: 0.750
High: 0.830
Low: 0.750
Previous Close: 0.790
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+37.29%
1 Month  
+12.50%
3 Months
  -7.95%
YTD
  -39.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.480
1M High / 1M Low: 0.800 0.480
6M High / 6M Low: 1.390 0.480
High (YTD): 2024-01-03 1.390
Low (YTD): 2024-06-24 0.480
52W High: - -
52W Low: - -
Avg. price 1W:   0.594
Avg. volume 1W:   0.000
Avg. price 1M:   0.686
Avg. volume 1M:   0.000
Avg. price 6M:   0.808
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.19%
Volatility 6M:   148.04%
Volatility 1Y:   -
Volatility 3Y:   -