BNP Paribas Put 11000 LDSVF 20.12.2024
/ DE000PC38654
BNP Paribas Put 11000 LDSVF 20.12.../ DE000PC38654 /
7/15/2024 4:21:09 PM |
Chg.-0.030 |
Bid5:09:03 PM |
Ask5:09:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.740EUR |
-3.90% |
- Bid Size: - |
- Ask Size: - |
Lindt & Sprungli AG |
11,000.00 - |
12/20/2024 |
Put |
Master data
WKN: |
PC3865 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lindt & Sprungli AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
11,000.00 - |
Maturity: |
12/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.18 |
Implied volatility: |
0.27 |
Historic volatility: |
0.22 |
Parity: |
0.18 |
Time value: |
0.59 |
Break-even: |
10,230.00 |
Moneyness: |
1.02 |
Premium: |
0.05 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
2.67% |
Delta: |
-0.47 |
Theta: |
-1.85 |
Omega: |
-6.56 |
Rho: |
-25.03 |
Quote data
Open: |
0.720 |
High: |
0.740 |
Low: |
0.680 |
Previous Close: |
0.770 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+21.31% |
1 Month |
|
|
-7.50% |
3 Months |
|
|
-37.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.610 |
1M High / 1M Low: |
0.930 |
0.600 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.690 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.755 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
175.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |