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

EUWAX
04/10/2024  15:29:45 Chg.+0.05 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
1.42EUR +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: -8.00
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.64
Implied volatility: 0.53
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.: 0.38
Spread abs.: 0.04
Spread %: 2.90%
Delta: -0.53
Theta: -6.51
Omega: -4.25
Rho: -15.52
 

Quote data

Open: 1.46
High: 1.46
Low: 1.42
Previous Close: 1.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.41%
1 Month  
+21.37%
3 Months  
+8.40%
YTD
  -35.45%
1 Year
  -42.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.46 1.16
1M High / 1M Low: 1.46 1.03
6M High / 6M Low: 2.01 0.99
High (YTD): 03/01/2024 2.24
Low (YTD): 02/09/2024 0.99
52W High: 09/10/2023 2.77
52W Low: 02/09/2024 0.99
Avg. price 1W:   1.34
Avg. volume 1W:   0.00
Avg. price 1M:   1.21
Avg. volume 1M:   0.00
Avg. price 6M:   1.44
Avg. volume 6M:   0.00
Avg. price 1Y:   1.60
Avg. volume 1Y:   0.00
Volatility 1M:   166.14%
Volatility 6M:   115.05%
Volatility 1Y:   102.47%
Volatility 3Y:   -