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

Frankfurt Zert./BNP
23/05/2024  10:21:05 Chg.+0.007 Bid10:32:10 Ask10:32:10 Underlying Strike price Expiration date Option type
0.030EUR +30.43% 0.027
Bid Size: 26,700		 0.047
Ask Size: 26,700		 Lindt & Sprungli AG 10,000.00 - 21/06/2024 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: 21/06/2024
Issue date: 14/04/2023
Last trading day: 20/06/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -258.33
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.22
Parity: -0.85
Time value: 0.04
Break-even: 9,958.00
Moneyness: 0.92
Premium: 0.08
Premium p.a.: 1.70
Spread abs.: 0.02
Spread %: 90.91%
Delta: -0.11
Theta: -2.36
Omega: -28.35
Rho: -0.98
 

Quote data

Open: 0.033
High: 0.033
Low: 0.030
Previous Close: 0.023
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -58.33%
1 Month
  -82.35%
3 Months
  -85.00%
YTD
  -94.74%
1 Year
  -95.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.023
1M High / 1M Low: 0.230 0.023
6M High / 6M Low: 0.600 0.023
High (YTD): 03/01/2024 0.600
Low (YTD): 22/05/2024 0.023
52W High: 09/10/2023 0.970
52W Low: 22/05/2024 0.023
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.113
Avg. volume 1M:   0.000
Avg. price 6M:   0.249
Avg. volume 6M:   0.000
Avg. price 1Y:   0.429
Avg. volume 1Y:   0.000
Volatility 1M:   391.69%
Volatility 6M:   254.72%
Volatility 1Y:   195.01%
Volatility 3Y:   -