BNP Paribas Put 12000 LDSVF 20.12.2024
/ DE000PN7C6B1
BNP Paribas Put 12000 LDSVF 20.12.../ DE000PN7C6B1 /
02/09/2024 10:03:48 |
Chg.-0.14 |
Bid10:03:48 |
Ask10:03:48 |
Underlying |
Strike price |
Expiration date |
Option type |
1.06EUR |
-11.67% |
1.06 Bid Size: 11,800 |
1.08 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: |
1.06 |
High: |
1.06 |
Low: |
1.06 |
Previous Close: |
1.20 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.11% |
1 Month |
|
|
-17.83% |
3 Months |
|
|
-34.97% |
YTD |
|
|
-51.82% |
1 Year |
|
|
-46.46% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.28 |
1.20 |
1M High / 1M Low: |
1.36 |
1.08 |
6M High / 6M Low: |
2.01 |
1.08 |
High (YTD): |
03/01/2024 |
2.24 |
Low (YTD): |
05/08/2024 |
1.08 |
52W High: |
09/10/2023 |
2.77 |
52W Low: |
05/08/2024 |
1.08 |
Avg. price 1W: |
|
1.24 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.24 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.50 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.69 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
108.37% |
Volatility 6M: |
|
103.05% |
Volatility 1Y: |
|
93.31% |
Volatility 3Y: |
|
- |