BNP Paribas Put 12000 LDSVF 20.12.2024
/ DE000PN7C6B1
BNP Paribas Put 12000 LDSVF 20.12.../ DE000PN7C6B1 /
| 27/06/2024 10:05:52 |
Chg.+0.31 |
Bid17:20:00 |
Ask17:20:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
+21.68% |
-
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: |
-6.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
1.17 |
| Time value: |
0.55 |
| Break-even: |
10,280.00 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
2.38% |
| Delta: |
-0.58 |
| Theta: |
-2.36 |
| Omega: |
-3.63 |
| Rho: |
-38.42 |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.74 |
| Previous Close: |
1.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.47% |
| 1 Month |
|
|
+16.78% |
| 3 Months |
|
|
+1.75% |
| YTD |
|
|
-20.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.33 |
| 1M High / 1M Low: |
1.70 |
1.33 |
| 6M High / 6M Low: |
2.24 |
1.21 |
| High (YTD): |
03/01/2024 |
2.24 |
| Low (YTD): |
08/03/2024 |
1.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.29% |
| Volatility 6M: |
|
95.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
