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

EUWAX
14/11/2024  09:49:10 Chg.+0.07 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
1.99EUR +3.65% -
Bid Size: -		 -
Ask Size: -		 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: -5.32
Leverage: Yes

Calculated values

Fair value: 1.20
Intrinsic value: 1.20
Implied volatility: 0.97
Historic volatility: 0.23
Parity: 1.20
Time value: 0.83
Break-even: 9,970.00
Moneyness: 1.11
Premium: 0.08
Premium p.a.: 1.12
Spread abs.: 0.04
Spread %: 2.01%
Delta: -0.57
Theta: -17.14
Omega: -3.05
Rho: -8.11
 

Quote data

Open: 1.99
High: 1.99
Low: 1.99
Previous Close: 1.92
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.05%
1 Month  
+65.83%
3 Months  
+53.08%
YTD
  -9.55%
1 Year  
+11.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.95 1.79
1M High / 1M Low: 1.95 1.19
6M High / 6M Low: 1.95 0.99
High (YTD): 03/01/2024 2.24
Low (YTD): 02/09/2024 0.99
52W High: 03/01/2024 2.24
52W Low: 02/09/2024 0.99
Avg. price 1W:   1.86
Avg. volume 1W:   0.00
Avg. price 1M:   1.61
Avg. volume 1M:   0.00
Avg. price 6M:   1.40
Avg. volume 6M:   0.00
Avg. price 1Y:   1.52
Avg. volume 1Y:   0.00
Volatility 1M:   133.15%
Volatility 6M:   124.05%
Volatility 1Y:   110.02%
Volatility 3Y:   -