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BNP Paribas Put 11000 LDSVF 21.06.../  DE000PC05AT8  /

Frankfurt Zert./BNP
2024-05-24  4:21:20 PM Chg.+0.050 Bid5:05:38 PM Ask5:05:38 PM Underlying Strike price Expiration date Option type
0.430EUR +13.16% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 11,000.00 - 2024-06-21 Put
 

Master data

WKN: PC05AT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Put
Strike price: 11,000.00 -
Maturity: 2024-06-21
Issue date: 2023-04-14
Last trading day: 2024-06-20
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -26.88
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.25
Implied volatility: 0.23
Historic volatility: 0.22
Parity: 0.25
Time value: 0.15
Break-even: 10,600.00
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 5.26%
Delta: -0.61
Theta: -3.99
Omega: -16.42
Rho: -5.34
 

Quote data

Open: 0.460
High: 0.460
Low: 0.420
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.51%
1 Month
  -41.89%
3 Months
  -28.33%
YTD
  -65.04%
1 Year
  -59.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.320
1M High / 1M Low: 0.830 0.320
6M High / 6M Low: 1.280 0.320
High (YTD): 2024-01-03 1.280
Low (YTD): 2024-05-22 0.320
52W High: 2023-10-09 1.700
52W Low: 2024-05-22 0.320
Avg. price 1W:   0.385
Avg. volume 1W:   0.000
Avg. price 1M:   0.556
Avg. volume 1M:   0.000
Avg. price 6M:   0.686
Avg. volume 6M:   0.000
Avg. price 1Y:   0.900
Avg. volume 1Y:   0.000
Volatility 1M:   261.54%
Volatility 6M:   180.29%
Volatility 1Y:   141.94%
Volatility 3Y:   -