BNP Paribas Put 12000 LDSVF 20.09.2024
/ DE000PZ085S6
BNP Paribas Put 12000 LDSVF 20.09.../ DE000PZ085S6 /
02/09/2024 09:28:50 |
Chg.-0.20 |
Bid20:00:05 |
Ask20:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.83EUR |
-19.42% |
- Bid Size: - |
- Ask Size: - |
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: |
-13.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.15 |
Implied volatility: |
0.80 |
Historic volatility: |
0.23 |
Parity: |
0.15 |
Time value: |
0.76 |
Break-even: |
11,090.00 |
Moneyness: |
1.01 |
Premium: |
0.06 |
Premium p.a.: |
2.53 |
Spread abs.: |
0.08 |
Spread %: |
9.64% |
Delta: |
-0.49 |
Theta: |
-22.68 |
Omega: |
-6.36 |
Rho: |
-3.31 |
Quote data
Open: |
0.83 |
High: |
0.83 |
Low: |
0.83 |
Previous Close: |
1.03 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.42% |
1 Month |
|
|
-23.85% |
3 Months |
|
|
-47.80% |
YTD |
|
|
-61.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.05 |
1.03 |
1M High / 1M Low: |
1.22 |
0.90 |
6M High / 6M Low: |
1.94 |
0.90 |
High (YTD): |
05/01/2024 |
2.21 |
Low (YTD): |
05/08/2024 |
0.90 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.04 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.39 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
178.21% |
Volatility 6M: |
|
140.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |