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

EUWAX
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:   -