BNP Paribas Put 10000 LDSVF 21.06.2024
/ DE000PC05AS0
BNP Paribas Put 10000 LDSVF 21.06.../ DE000PC05AS0 /
2024-05-24 4:21:08 PM |
Chg.+0.007 |
Bid5:19:54 PM |
Ask5:19:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.037EUR |
+23.33% |
- 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: |
-194.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.22 |
Parity: |
-0.68 |
Time value: |
0.06 |
Break-even: |
9,945.00 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
1.46 |
Spread abs.: |
0.02 |
Spread %: |
57.14% |
Delta: |
-0.15 |
Theta: |
-2.86 |
Omega: |
-28.18 |
Rho: |
-1.19 |
Quote data
Open: |
0.045 |
High: |
0.045 |
Low: |
0.037 |
Previous Close: |
0.030 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-32.73% |
1 Month |
|
|
-81.50% |
3 Months |
|
|
-81.50% |
YTD |
|
|
-93.51% |
1 Year |
|
|
-94.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.037 |
0.023 |
1M High / 1M Low: |
0.230 |
0.023 |
6M High / 6M Low: |
0.600 |
0.023 |
High (YTD): |
2024-01-03 |
0.600 |
Low (YTD): |
2024-05-22 |
0.023 |
52W High: |
2023-10-09 |
0.970 |
52W Low: |
2024-05-22 |
0.023 |
Avg. price 1W: |
|
0.031 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.098 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.243 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.424 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
418.26% |
Volatility 6M: |
|
260.39% |
Volatility 1Y: |
|
198.66% |
Volatility 3Y: |
|
- |