BNP Paribas Put 11000 LDSVF 20.12.2024
/ DE000PC38654
BNP Paribas Put 11000 LDSVF 20.12.../ DE000PC38654 /
| 09/10/2024 14:21:12 |
Chg.+0.020 |
Bid15:11:06 |
Ask15:11:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+3.57% |
0.570
Bid Size: 15,800 |
0.590
Ask Size: 15,800 |
Lindt & Sprungli AG |
11,000.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
-0.44 |
| Time value: |
0.59 |
| Break-even: |
10,410.00 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
-0.37 |
| Theta: |
-5.08 |
| Omega: |
-7.11 |
| Rho: |
-9.44 |
Quote data
| Open: |
0.520 |
| High: |
0.580 |
| Low: |
0.520 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.77% |
| 1 Month |
|
|
+16.00% |
| 3 Months |
|
|
-4.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.540 |
| 1M High / 1M Low: |
0.650 |
0.430 |
| 6M High / 6M Low: |
1.190 |
0.430 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.745 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.76% |
| Volatility 6M: |
|
143.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
