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BNP Paribas Put 11000 LDSVF 20.09.../  DE000PN8TNB9  /

Frankfurt Zert./BNP
6/20/2024  1:21:32 PM Chg.-0.020 Bid6/20/2024 Ask6/20/2024 Underlying Strike price Expiration date Option type
0.650EUR -2.99% 0.650
Bid Size: 14,900		 0.670
Ask Size: 14,900		 Lindt & Sprungli AG 11,000.00 - 9/20/2024 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: 9/20/2024
Issue date: 9/26/2023
Last trading day: 9/19/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -16.35
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.22
Parity: -0.12
Time value: 0.68
Break-even: 10,320.00
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 3.03%
Delta: -0.42
Theta: -3.70
Omega: -6.87
Rho: -13.50
 

Quote data

Open: 0.670
High: 0.670
Low: 0.640
Previous Close: 0.670
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.45%
1 Month
  -7.14%
3 Months
  -12.16%
YTD
  -51.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.630
1M High / 1M Low: 0.800 0.580
6M High / 6M Low: 1.390 0.540
High (YTD): 1/3/2024 1.390
Low (YTD): 3/8/2024 0.540
52W High: - -
52W Low: - -
Avg. price 1W:   0.678
Avg. volume 1W:   0.000
Avg. price 1M:   0.696
Avg. volume 1M:   0.000
Avg. price 6M:   0.826
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.77%
Volatility 6M:   134.83%
Volatility 1Y:   -
Volatility 3Y:   -