BNP Paribas Put 12000 LDSVF 20.09.2024
/ DE000PZ085S6
BNP Paribas Put 12000 LDSVF 20.09.../ DE000PZ085S6 /
| 28/06/2024 16:21:24 |
Chg.-0.070 |
Bid17:19:50 |
Ask17:19:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.560EUR |
-4.29% |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
12,000.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
PZ085S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lindt & Sprungli AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12,000.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
1.15 |
| Time value: |
0.45 |
| Break-even: |
10,400.00 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
2.56% |
| Delta: |
-0.62 |
| Theta: |
-4.57 |
| Omega: |
-4.23 |
| Rho: |
-19.02 |
Quote data
| Open: |
1.670 |
| High: |
1.670 |
| Low: |
1.560 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.88% |
| 1 Month |
|
|
-0.64% |
| 3 Months |
|
|
+3.31% |
| YTD |
|
|
-28.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
1.160 |
| 1M High / 1M Low: |
1.660 |
1.160 |
| 6M High / 6M Low: |
2.260 |
1.100 |
| High (YTD): |
03/01/2024 |
2.260 |
| Low (YTD): |
08/03/2024 |
1.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.479 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.510 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.70% |
| Volatility 6M: |
|
112.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
