BNP Paribas Put 12000 LDSVF 20.12.2024
/ DE000PN7C6B1
BNP Paribas Put 12000 LDSVF 20.12.../ DE000PN7C6B1 /
| 2024-07-05 4:21:08 PM |
Chg.+0.040 |
Bid5:19:44 PM |
Ask5:19:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
+3.15% |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
12,000.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
0.85 |
| Time value: |
0.46 |
| Break-even: |
10,690.00 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.55% |
| Delta: |
-0.57 |
| Theta: |
-1.95 |
| Omega: |
-4.83 |
| Rho: |
-35.14 |
Quote data
| Open: |
1.300 |
| High: |
1.360 |
| Low: |
1.260 |
| Previous Close: |
1.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.63% |
| 1 Month |
|
|
-13.82% |
| 3 Months |
|
|
-31.41% |
| YTD |
|
|
-41.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.680 |
1.270 |
| 1M High / 1M Low: |
1.720 |
1.270 |
| 6M High / 6M Low: |
2.100 |
1.210 |
| High (YTD): |
2024-01-03 |
2.310 |
| Low (YTD): |
2024-03-08 |
1.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.464 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.521 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.576 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.76% |
| Volatility 6M: |
|
101.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
