BNP Paribas Put 11000 LDSVF 20.12.2024
/ DE000PC38654
BNP Paribas Put 11000 LDSVF 20.12.../ DE000PC38654 /
9/6/2024 12:21:12 PM |
Chg.+0.020 |
Bid9/6/2024 |
Ask9/6/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+3.92% |
0.530 Bid Size: 18,400 |
0.550 Ask Size: 18,400 |
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: |
-21.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.23 |
Parity: |
-0.70 |
Time value: |
0.55 |
Break-even: |
10,450.00 |
Moneyness: |
0.94 |
Premium: |
0.11 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.02 |
Spread %: |
3.77% |
Delta: |
-0.32 |
Theta: |
-3.57 |
Omega: |
-6.87 |
Rho: |
-12.45 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.520 |
Previous Close: |
0.510 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.16% |
1 Month |
|
|
-11.67% |
3 Months |
|
|
-34.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.430 |
1M High / 1M Low: |
0.690 |
0.430 |
6M High / 6M Low: |
1.190 |
0.430 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.476 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.583 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.806 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.35% |
Volatility 6M: |
|
132.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |