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

EUWAX
2024-06-21  9:58:47 AM Chg.-0.070 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.570EUR -10.94% -
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: -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: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.72%
1 Month
  -3.39%
3 Months
  -24.00%
YTD
  -56.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.570
1M High / 1M Low: 0.820 0.570
6M High / 6M Low: 1.330 0.540
High (YTD): 2024-01-03 1.330
Low (YTD): 2024-03-08 0.540
52W High: - -
52W Low: - -
Avg. price 1W:   0.632
Avg. volume 1W:   0.000
Avg. price 1M:   0.685
Avg. volume 1M:   0.000
Avg. price 6M:   0.815
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.89%
Volatility 6M:   140.85%
Volatility 1Y:   -
Volatility 3Y:   -