BNP Paribas Put 12000 LDSVF 20.12.2024
/ DE000PN7C6B1
BNP Paribas Put 12000 LDSVF 20.12.../ DE000PN7C6B1 /
| 28/06/2024 10:03:58 |
Chg.-0.02 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.72EUR |
-1.15% |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
12,000.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
PN7C6B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lindt & Sprungli AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12,000.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
1.15 |
| Time value: |
0.52 |
| Break-even: |
10,330.00 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
2.45% |
| Delta: |
-0.58 |
| Theta: |
-2.28 |
| Omega: |
-3.77 |
| Rho: |
-37.99 |
Quote data
| Open: |
1.72 |
| High: |
1.72 |
| Low: |
1.72 |
| Previous Close: |
1.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.28% |
| 1 Month |
|
|
+1.18% |
| 3 Months |
|
|
+6.83% |
| YTD |
|
|
-21.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.33 |
| 1M High / 1M Low: |
1.74 |
1.33 |
| 6M High / 6M Low: |
2.24 |
1.21 |
| High (YTD): |
03/01/2024 |
2.24 |
| Low (YTD): |
08/03/2024 |
1.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.07% |
| Volatility 6M: |
|
100.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
