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

Frankfurt Zert./BNP
02/09/2024  09:21:04 Chg.-0.020 Bid10:03:43 Ask10:03:43 Underlying Strike price Expiration date Option type
1.080EUR -1.82% 1.060
Bid Size: 11,800		 1.080
Ask Size: 11,800		 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: -10.68
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.15
Implied volatility: 0.43
Historic volatility: 0.23
Parity: 0.15
Time value: 0.96
Break-even: 10,890.00
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 1.83%
Delta: -0.46
Theta: -4.38
Omega: -4.88
Rho: -19.48
 

Quote data

Open: 1.080
High: 1.080
Low: 1.080
Previous Close: 1.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month     0.00%
3 Months
  -35.71%
YTD
  -52.00%
1 Year
  -46.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.320 1.100
1M High / 1M Low: 1.370 1.080
6M High / 6M Low: 1.940 1.080
High (YTD): 03/01/2024 2.310
Low (YTD): 02/08/2024 1.080
52W High: 09/10/2023 2.690
52W Low: 02/08/2024 1.080
Avg. price 1W:   1.238
Avg. volume 1W:   0.000
Avg. price 1M:   1.247
Avg. volume 1M:   0.000
Avg. price 6M:   1.503
Avg. volume 6M:   0.000
Avg. price 1Y:   1.687
Avg. volume 1Y:   0.000
Volatility 1M:   120.29%
Volatility 6M:   100.41%
Volatility 1Y:   91.80%
Volatility 3Y:   -