OverviewChartNewsTraderScreen

BNP Paribas Put 10000 LDSVF 21.06.../  DE000PC05AS0  /

Frankfurt Zert./BNP
2024-05-10  4:21:06 PM Chg.-0.030 Bid2024-05-10 Ask2024-05-10 Underlying Strike price Expiration date Option type
0.100EUR -23.08% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 10,000.00 - 2024-06-21 Put
 

Master data

WKN: PC05AS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Put
Strike price: 10,000.00 -
Maturity: 2024-06-21
Issue date: 2023-04-14
Last trading day: 2024-06-20
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -88.75
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.22
Parity: -0.65
Time value: 0.12
Break-even: 9,880.00
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 0.86
Spread abs.: 0.02
Spread %: 20.00%
Delta: -0.21
Theta: -3.12
Omega: -18.86
Rho: -2.68
 

Quote data

Open: 0.090
High: 0.120
Low: 0.090
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -64.29%
3 Months
  -41.18%
YTD
  -82.46%
1 Year
  -83.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.320 0.100
6M High / 6M Low: 0.600 0.080
High (YTD): 2024-01-03 0.600
Low (YTD): 2024-03-08 0.080
52W High: 2023-10-09 0.970
52W Low: 2024-03-08 0.080
Avg. price 1W:   0.115
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   0.272
Avg. volume 6M:   0.000
Avg. price 1Y:   0.445
Avg. volume 1Y:   0.000
Volatility 1M:   299.13%
Volatility 6M:   228.97%
Volatility 1Y:   177.64%
Volatility 3Y:   -