BNP Paribas Put 12000 LDSVF 20.09.2024
/ DE000PZ085S6
BNP Paribas Put 12000 LDSVF 20.09.../ DE000PZ085S6 /
9/5/2024 4:21:27 PM |
Chg.+0.080 |
Bid5:19:54 PM |
Ask5:19:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.920EUR |
+9.52% |
- Bid Size: - |
- Ask Size: - |
Lindt & Sprungli AG |
12,000.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
11/10/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.87 |
Historic volatility: |
0.23 |
Parity: |
0.22 |
Time value: |
0.72 |
Break-even: |
11,060.00 |
Moneyness: |
1.02 |
Premium: |
0.06 |
Premium p.a.: |
3.24 |
Spread abs.: |
0.08 |
Spread %: |
9.30% |
Delta: |
-0.50 |
Theta: |
-26.96 |
Omega: |
-6.31 |
Rho: |
-2.82 |
Quote data
Open: |
0.880 |
High: |
0.950 |
Low: |
0.860 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.36% |
1 Month |
|
|
-18.58% |
3 Months |
|
|
-40.26% |
YTD |
|
|
-57.99% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.100 |
0.700 |
1M High / 1M Low: |
1.180 |
0.700 |
6M High / 6M Low: |
1.880 |
0.700 |
High (YTD): |
1/3/2024 |
2.260 |
Low (YTD): |
9/3/2024 |
0.700 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.842 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.020 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.378 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
160.67% |
Volatility 6M: |
|
131.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |