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

Frankfurt Zert./BNP
5/24/2024  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 - 6/21/2024 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: 6/21/2024
Issue date: 4/14/2023
Last trading day: 6/20/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -215.00
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.22
Parity: -0.75
Time value: 0.05
Break-even: 9,950.00
Moneyness: 0.93
Premium: 0.07
Premium p.a.: 1.55
Spread abs.: 0.02
Spread %: 66.67%
Delta: -0.13
Theta: -2.66
Omega: -28.04
Rho: -1.11
 

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
  -80.53%
3 Months
  -81.50%
YTD
  -93.51%
1 Year
  -94.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.023
1M High / 1M Low: 0.230 0.023
6M High / 6M Low: 0.600 0.023
High (YTD): 1/3/2024 0.600
Low (YTD): 5/22/2024 0.023
52W High: 10/9/2023 0.970
52W Low: 5/22/2024 0.023
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.246
Avg. volume 6M:   0.000
Avg. price 1Y:   0.427
Avg. volume 1Y:   0.000
Volatility 1M:   407.63%
Volatility 6M:   258.31%
Volatility 1Y:   197.31%
Volatility 3Y:   -