BNP Paribas Put 12000 LDSVF 20.09.2024
/ DE000PZ085S6
BNP Paribas Put 12000 LDSVF 20.09.../ DE000PZ085S6 /
| 7/30/2024 9:47:20 AM |
Chg.0.00 |
Bid10:32:57 AM |
Ask10:32:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
0.00% |
1.06
Bid Size: 9,800 |
1.10
Ask Size: 9,800 |
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: |
-9.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.22 |
| Parity: |
0.65 |
| Time value: |
0.51 |
| Break-even: |
10,840.00 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.04 |
| Spread %: |
3.57% |
| Delta: |
-0.58 |
| Theta: |
-6.91 |
| Omega: |
-5.64 |
| Rho: |
-10.97 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
-37.13% |
| 3 Months |
|
|
-39.31% |
| YTD |
|
|
-51.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.05 |
| 1M High / 1M Low: |
1.64 |
1.05 |
| 6M High / 6M Low: |
1.94 |
1.05 |
| High (YTD): |
1/5/2024 |
2.21 |
| Low (YTD): |
7/29/2024 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.92% |
| Volatility 6M: |
|
131.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
