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

Frankfurt Zert./BNP
2024-09-25  9:21:03 AM Chg.-0.020 Bid9:29:40 AM Ask9:29:40 AM Underlying Strike price Expiration date Option type
0.140EUR -12.50% 0.150
Bid Size: 30,900		 0.170
Ask Size: 30,900		 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: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -39.13%
3 Months
  -53.33%
YTD
  -82.72%
1 Year
  -81.58%
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): 2024-09-24 0.160
52W High: 2023-10-09 1.160
52W Low: 2024-09-24 0.160
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.190
Avg. volume 1M:   0.000
Avg. price 6M:   0.353
Avg. volume 6M:   0.000
Avg. price 1Y:   0.490
Avg. volume 1Y:   0.000
Volatility 1M:   168.48%
Volatility 6M:   173.32%
Volatility 1Y:   150.25%
Volatility 3Y:   -