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

Frankfurt Zert./BNP
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:   -