BNP Paribas Put 12000 LDSVF 20.12.2024
/ DE000PN7C6B1
BNP Paribas Put 12000 LDSVF 20.12.../ DE000PN7C6B1 /
2024-10-07 4:21:02 PM |
Chg.-0.140 |
Bid5:19:50 PM |
Ask5:19:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.260EUR |
-10.00% |
- 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: |
-8.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.64 |
Implied volatility: |
0.54 |
Historic volatility: |
0.23 |
Parity: |
0.64 |
Time value: |
0.78 |
Break-even: |
10,580.00 |
Moneyness: |
1.06 |
Premium: |
0.07 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.04 |
Spread %: |
2.90% |
Delta: |
-0.53 |
Theta: |
-6.69 |
Omega: |
-4.25 |
Rho: |
-15.12 |
Quote data
Open: |
1.280 |
High: |
1.310 |
Low: |
1.260 |
Previous Close: |
1.400 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.00% |
1 Month |
|
|
+7.69% |
3 Months |
|
|
-3.82% |
YTD |
|
|
-44.00% |
1 Year |
|
|
-52.81% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.430 |
1.200 |
1M High / 1M Low: |
1.430 |
1.050 |
6M High / 6M Low: |
1.940 |
0.990 |
High (YTD): |
2024-01-03 |
2.310 |
Low (YTD): |
2024-09-03 |
0.990 |
52W High: |
2023-10-09 |
2.690 |
52W Low: |
2024-09-03 |
0.990 |
Avg. price 1W: |
|
1.352 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.231 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.442 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.598 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
124.55% |
Volatility 6M: |
|
106.34% |
Volatility 1Y: |
|
96.77% |
Volatility 3Y: |
|
- |