BNP Paribas Put 11000 LISP 20.06.2025
/ DE000PG4VG45
BNP Paribas Put 11000 LISP 20.06..../ DE000PG4VG45 /
| 12/11/2024 16:21:07 |
Chg.-0.020 |
Bid17:17:40 |
Ask17:17:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
-1.54% |
-
Bid Size: - |
-
Ask Size: - |
LINDT PS |
11,000.00 CHF |
20/06/2025 |
Put |
Master data
| WKN: |
PG4VG4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LINDT PS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11,000.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
0.77 |
| Time value: |
0.52 |
| Break-even: |
10,431.23 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.57% |
| Delta: |
-0.55 |
| Theta: |
-1.57 |
| Omega: |
-4.63 |
| Rho: |
-43.75 |
Quote data
| Open: |
1.290 |
| High: |
1.290 |
| Low: |
1.240 |
| Previous Close: |
1.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.03% |
| 1 Month |
|
|
+28.00% |
| 3 Months |
|
|
+21.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
1.290 |
| 1M High / 1M Low: |
1.410 |
0.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
