BNP Paribas Put 12000 LDSVF 20.12.2024
/ DE000PN7C6B1
BNP Paribas Put 12000 LDSVF 20.12.../ DE000PN7C6B1 /
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: |
|
- |