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BNP Paribas Put 10000 LDSVF 20.09.../  DE000PN8TNA1  /

Frankfurt Zert./BNP
2024-05-23  10:21:05 AM Chg.+0.020 Bid10:36:19 AM Ask10:36:19 AM Underlying Strike price Expiration date Option type
0.220EUR +10.00% 0.220
Bid Size: 25,000		 0.240
Ask Size: 25,000		 Lindt & Sprungli AG 10,000.00 - 2024-09-20 Put
 

Master data

WKN: PN8TNA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Put
Strike price: 10,000.00 -
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -49.32
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.22
Parity: -0.85
Time value: 0.22
Break-even: 9,780.00
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 10.00%
Delta: -0.23
Theta: -1.65
Omega: -11.36
Rho: -8.94
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.14%
1 Month
  -43.59%
3 Months
  -37.14%
YTD
  -68.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.200
1M High / 1M Low: 0.460 0.200
6M High / 6M Low: 0.730 0.200
High (YTD): 2024-01-03 0.730
Low (YTD): 2024-05-22 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.327
Avg. volume 1M:   0.000
Avg. price 6M:   0.404
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.06%
Volatility 6M:   155.37%
Volatility 1Y:   -
Volatility 3Y:   -