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

EUWAX
5/23/2024  10:28:33 AM Chg.+0.003 Bid11:39:31 AM Ask11:39:31 AM Underlying Strike price Expiration date Option type
0.028EUR +12.00% 0.030
Bid Size: 26,700		 0.050
Ask Size: 26,700		 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: -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: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.025
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.10%
1 Month
  -88.33%
3 Months
  -84.44%
YTD
  -95.00%
1 Year
  -95.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.025
1M High / 1M Low: 0.240 0.025
6M High / 6M Low: 0.570 0.025
High (YTD): 1/5/2024 0.570
Low (YTD): 5/22/2024 0.025
52W High: 10/9/2023 1.020
52W Low: 5/22/2024 0.025
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.118
Avg. volume 1M:   0.000
Avg. price 6M:   0.250
Avg. volume 6M:   0.000
Avg. price 1Y:   0.429
Avg. volume 1Y:   0.000
Volatility 1M:   479.08%
Volatility 6M:   287.83%
Volatility 1Y:   218.41%
Volatility 3Y:   -