BNP Paribas Put 12000 LDSVF 20.09.2024
/ DE000PZ085S6
BNP Paribas Put 12000 LDSVF 20.09.../ DE000PZ085S6 /
| 7/5/2024 3:21:24 PM |
Chg.-0.010 |
Bid5:19:44 PM |
Ask5:19:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
-0.87% |
-
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: |
-9.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
0.85 |
| Time value: |
0.36 |
| Break-even: |
10,790.00 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
3.42% |
| Delta: |
-0.62 |
| Theta: |
-3.82 |
| Omega: |
-5.72 |
| Rho: |
-17.15 |
Quote data
| Open: |
1.180 |
| High: |
1.250 |
| Low: |
1.140 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.92% |
| 1 Month |
|
|
-25.97% |
| 3 Months |
|
|
-38.04% |
| YTD |
|
|
-47.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.620 |
1.150 |
| 1M High / 1M Low: |
1.660 |
1.150 |
| 6M High / 6M Low: |
2.130 |
1.100 |
| High (YTD): |
1/3/2024 |
2.260 |
| Low (YTD): |
3/8/2024 |
1.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.448 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.496 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.80% |
| Volatility 6M: |
|
116.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
