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BNP Paribas Put 12000 LDSVF 20.12.../  DE000PN7C6B1  /

Frankfurt Zert./BNP
9/3/2024  12:21:08 PM Chg.-0.020 Bid12:38:16 PM Ask12:38:16 PM Underlying Strike price Expiration date Option type
0.980EUR -2.00% 0.980
Bid Size: 12,400		 1.000
Ask Size: 12,400		 Lindt & Sprungli AG 12,000.00 - 12/20/2024 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: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -11.44
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.10
Implied volatility: 0.41
Historic volatility: 0.23
Parity: 0.10
Time value: 0.94
Break-even: 10,960.00
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 1.96%
Delta: -0.45
Theta: -4.23
Omega: -5.17
Rho: -18.98
 

Quote data

Open: 1.030
High: 1.030
Low: 0.970
Previous Close: 1.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -22.83%
1 Month
  -9.26%
3 Months
  -39.88%
YTD
  -56.44%
1 Year
  -51.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.270 1.000
1M High / 1M Low: 1.370 1.000
6M High / 6M Low: 1.940 1.000
High (YTD): 1/3/2024 2.310
Low (YTD): 9/2/2024 1.000
52W High: 10/9/2023 2.690
52W Low: 9/2/2024 1.000
Avg. price 1W:   1.174
Avg. volume 1W:   0.000
Avg. price 1M:   1.243
Avg. volume 1M:   0.000
Avg. price 6M:   1.499
Avg. volume 6M:   0.000
Avg. price 1Y:   1.685
Avg. volume 1Y:   0.000
Volatility 1M:   99.02%
Volatility 6M:   100.81%
Volatility 1Y:   92.05%
Volatility 3Y:   -