BNP Paribas Put 11000 LDSVF 20.09.2024
/ DE000PN8TNB9
BNP Paribas Put 11000 LDSVF 20.09.../ DE000PN8TNB9 /
| 2024-05-24 4:21:21 PM |
Chg.+0.040 |
Bid5:19:25 PM |
Ask5:19:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+6.35% |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
11,000.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
PN8TNB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lindt & Sprungli AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11,000.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
0.25 |
| Time value: |
0.40 |
| Break-even: |
10,350.00 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
3.17% |
| Delta: |
-0.50 |
| Theta: |
-1.84 |
| Omega: |
-8.33 |
| Rho: |
-19.77 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.670 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.29% |
| 1 Month |
|
|
-28.72% |
| 3 Months |
|
|
-12.99% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.580 |
| 1M High / 1M Low: |
1.020 |
0.580 |
| 6M High / 6M Low: |
1.390 |
0.540 |
| High (YTD): |
2024-01-03 |
1.390 |
| Low (YTD): |
2024-03-08 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.625 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.766 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.852 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.56% |
| Volatility 6M: |
|
129.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
