BNP Paribas Put 11000 LDSVF 20.09.2024
/ DE000PN8TNB9
BNP Paribas Put 11000 LDSVF 20.09.../ DE000PN8TNB9 /
| 21/06/2024 16:21:22 |
Chg.-0.050 |
Bid16:56:34 |
Ask16:56:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-8.47% |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
11,000.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
-0.27 |
| Time value: |
0.56 |
| Break-even: |
10,440.00 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
3.70% |
| Delta: |
-0.39 |
| Theta: |
-3.47 |
| Omega: |
-7.82 |
| Rho: |
-12.18 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.540 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.63% |
| 1 Month |
|
|
-6.90% |
| 3 Months |
|
|
-21.74% |
| YTD |
|
|
-59.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.540 |
| 1M High / 1M Low: |
0.800 |
0.540 |
| 6M High / 6M Low: |
1.390 |
0.540 |
| High (YTD): |
03/01/2024 |
1.390 |
| Low (YTD): |
21/06/2024 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.688 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.816 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.35% |
| Volatility 6M: |
|
134.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
