BNP Paribas Put 12000 LDSVF 20.09.2024
/ DE000PZ085S6
BNP Paribas Put 12000 LDSVF 20.09.../ DE000PZ085S6 /
| 2024-07-26 9:49:56 AM |
Chg.-0.06 |
Bid4:44:25 PM |
Ask4:44:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
-4.88% |
1.10
Bid Size: 9,800 |
1.14
Ask Size: 9,800 |
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: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.03% |
| 1 Month |
|
|
-29.94% |
| 3 Months |
|
|
-31.58% |
| YTD |
|
|
-46.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.10 |
| 1M High / 1M Low: |
1.69 |
1.10 |
| 6M High / 6M Low: |
1.94 |
1.10 |
| High (YTD): |
2024-01-05 |
2.21 |
| Low (YTD): |
2024-07-23 |
1.10 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.59% |
| Volatility 6M: |
|
130.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
