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

Frankfurt Zert./BNP
27/06/2024  15:21:22 Chg.-0.050 Bid15:34:15 Ask15:34:15 Underlying Strike price Expiration date Option type
1.610EUR -3.01% 1.630
Bid Size: 9,800		 1.670
Ask Size: 9,800		 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: -6.52
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 1.17
Implied volatility: 0.48
Historic volatility: 0.22
Parity: 1.17
Time value: 0.49
Break-even: 10,340.00
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 2.47%
Delta: -0.62
Theta: -4.77
Omega: -4.02
Rho: -19.39
 

Quote data

Open: 1.600
High: 1.700
Low: 1.600
Previous Close: 1.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.38%
1 Month  
+8.78%
3 Months  
+1.26%
YTD
  -26.48%
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:   1.356
Avg. volume 1W:   0.000
Avg. price 1M:   1.470
Avg. volume 1M:   0.000
Avg. price 6M:   1.525
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.37%
Volatility 6M:   111.54%
Volatility 1Y:   -
Volatility 3Y:   -