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

EUWAX
24/09/2024  10:16:21 Chg.-0.010 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.150EUR -6.25% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 10,000.00 - 20/12/2024 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: 20/12/2024
Issue date: 16/08/2023
Last trading day: 19/12/2024
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: 0.160
High: 0.160
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month
  -31.82%
3 Months
  -48.28%
YTD
  -80.77%
1 Year
  -78.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.140
1M High / 1M Low: 0.240 0.140
6M High / 6M Low: 0.690 0.140
High (YTD): 03/01/2024 0.800
Low (YTD): 19/09/2024 0.140
52W High: 09/10/2023 1.210
52W Low: 19/09/2024 0.140
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.189
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:   228.22%
Volatility 6M:   193.95%
Volatility 1Y:   162.88%
Volatility 3Y:   -