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BNP Paribas Put 10000 LDSVF 20.12.../  DE000PN7C6A3  /

Frankfurt Zert./BNP
2024-09-24  4:21:16 PM Chg.-0.010 Bid4:40:31 PM Ask4:40:31 PM Underlying Strike price Expiration date Option type
0.160EUR -5.88% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 10,000.00 - 2024-12-20 Put
 

Master data

WKN: PN7C6A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Put
Strike price: 10,000.00 -
Maturity: 2024-12-20
Issue date: 2023-08-16
Last trading day: 2024-12-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -60.89
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.23
Parity: -1.57
Time value: 0.19
Break-even: 9,810.00
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 0.81
Spread abs.: 0.02
Spread %: 11.76%
Delta: -0.16
Theta: -2.66
Omega: -10.04
Rho: -5.00
 

Quote data

Open: 0.150
High: 0.160
Low: 0.150
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -30.43%
3 Months
  -38.46%
YTD
  -80.25%
1 Year
  -78.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.160
1M High / 1M Low: 0.250 0.160
6M High / 6M Low: 0.640 0.160
High (YTD): 2024-01-03 0.830
Low (YTD): 2024-09-18 0.160
52W High: 2023-10-09 1.160
52W Low: 2024-09-18 0.160
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.191
Avg. volume 1M:   0.000
Avg. price 6M:   0.354
Avg. volume 6M:   0.000
Avg. price 1Y:   0.491
Avg. volume 1Y:   0.000
Volatility 1M:   172.10%
Volatility 6M:   173.81%
Volatility 1Y:   150.44%
Volatility 3Y:   -