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BNP Paribas Put 12000 LDSVF 20.09.../  DE000PZ085S6  /

Frankfurt Zert./BNP
2024-07-26  4:21:26 PM Chg.+0.080 Bid5:19:19 PM Ask5:19:19 PM Underlying Strike price Expiration date Option type
1.150EUR +7.48% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 12,000.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-11-10
Last trading day: 2024-09-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -10.09
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.60
Implied volatility: 0.46
Historic volatility: 0.22
Parity: 0.60
Time value: 0.53
Break-even: 10,870.00
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.34
Spread abs.: 0.04
Spread %: 3.67%
Delta: -0.57
Theta: -6.46
Omega: -5.70
Rho: -11.62
 

Quote data

Open: 1.160
High: 1.260
Low: 1.130
Previous Close: 1.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.45%
1 Month
  -30.72%
3 Months
  -33.91%
YTD
  -47.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.300 1.070
1M High / 1M Low: 1.660 1.070
6M High / 6M Low: 1.880 1.070
High (YTD): 2024-01-03 2.260
Low (YTD): 2024-07-25 1.070
52W High: - -
52W Low: - -
Avg. price 1W:   1.178
Avg. volume 1W:   0.000
Avg. price 1M:   1.318
Avg. volume 1M:   0.000
Avg. price 6M:   1.444
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.72%
Volatility 6M:   113.38%
Volatility 1Y:   -
Volatility 3Y:   -