BNP Paribas Put 11000 LDSVF 20.12.2024
/ DE000PC38654
BNP Paribas Put 11000 LDSVF 20.12.../ DE000PC38654 /
| 27/06/2024 12:21:07 |
Chg.+0.020 |
Bid27/06/2024 |
Ask27/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+2.15% |
0.950
Bid Size: 14,500 |
0.970
Ask Size: 14,500 |
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: |
-11.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
0.17 |
| Time value: |
0.76 |
| Break-even: |
10,070.00 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.20% |
| Delta: |
-0.45 |
| Theta: |
-2.08 |
| Omega: |
-5.27 |
| Rho: |
-28.14 |
Quote data
| Open: |
0.900 |
| High: |
0.960 |
| Low: |
0.900 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+10.47% |
| 3 Months |
|
|
-3.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.630 |
| 1M High / 1M Low: |
0.950 |
0.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.835 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
