BNP Paribas Put 11000 LDSVF 20.12.2024
/ DE000PC38654
BNP Paribas Put 11000 LDSVF 20.12.../ DE000PC38654 /
| 23/05/2024 10:24:57 |
Chg.+0.020 |
Bid11:45:29 |
Ask11:45:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+2.67% |
0.780
Bid Size: 14,800 |
0.800
Ask Size: 14,800 |
Lindt & Sprungli AG |
11,000.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
PC3865 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lindt & Sprungli AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11,000.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
0.15 |
| Time value: |
0.60 |
| Break-even: |
10,250.00 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
2.74% |
| Delta: |
-0.45 |
| Theta: |
-1.29 |
| Omega: |
-6.45 |
| Rho: |
-32.30 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.41% |
| 1 Month |
|
|
-31.25% |
| 3 Months |
|
|
-9.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.750 |
| 1M High / 1M Low: |
1.130 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.813 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.949 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
