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

Frankfurt Zert./BNP
09/09/2024  09:21:26 Chg.+0.010 Bid09:49:00 Ask09:49:00 Underlying Strike price Expiration date Option type
1.180EUR +0.85% 1.160
Bid Size: 11,300		 1.180
Ask Size: 11,300		 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: -9.52
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.29
Implied volatility: 0.46
Historic volatility: 0.23
Parity: 0.29
Time value: 0.94
Break-even: 10,770.00
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 1.65%
Delta: -0.47
Theta: -4.80
Omega: -4.52
Rho: -19.35
 

Quote data

Open: 1.180
High: 1.180
Low: 1.180
Previous Close: 1.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.00%
1 Month
  -5.60%
3 Months
  -20.27%
YTD
  -47.56%
1 Year
  -38.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 0.990
1M High / 1M Low: 1.370 0.990
6M High / 6M Low: 1.940 0.990
High (YTD): 03/01/2024 2.310
Low (YTD): 03/09/2024 0.990
52W High: 09/10/2023 2.690
52W Low: 03/09/2024 0.990
Avg. price 1W:   1.086
Avg. volume 1W:   0.000
Avg. price 1M:   1.223
Avg. volume 1M:   0.000
Avg. price 6M:   1.492
Avg. volume 6M:   0.000
Avg. price 1Y:   1.668
Avg. volume 1Y:   0.000
Volatility 1M:   99.41%
Volatility 6M:   99.07%
Volatility 1Y:   93.09%
Volatility 3Y:   -