BNP Paribas Put 12000 LISP 20.06.2025
/ DE000PG4VG52
BNP Paribas Put 12000 LISP 20.06..../ DE000PG4VG52 /
| 9/6/2024 4:21:05 PM |
Chg.+0.030 |
Bid5:17:10 PM |
Ask5:17:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.560EUR |
+1.96% |
-
Bid Size: - |
-
Ask Size: - |
LINDT PS |
12,000.00 CHF |
6/20/2025 |
Put |
Master data
| WKN: |
PG4VG5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LINDT PS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12,000.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
7/25/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
1.09 |
| Time value: |
0.49 |
| Break-even: |
11,209.15 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.28% |
| Delta: |
-0.55 |
| Theta: |
-1.19 |
| Omega: |
-4.08 |
| Rho: |
-63.11 |
Quote data
| Open: |
1.590 |
| High: |
1.590 |
| Low: |
1.540 |
| Previous Close: |
1.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.70% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.370 |
| 1M High / 1M Low: |
1.710 |
1.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
