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

EUWAX
2024-06-14  10:22:20 AM Chg.-0.070 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.420EUR -14.29% -
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: -31.83
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.22
Parity: -0.14
Time value: 0.35
Break-even: 10,650.00
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 12.72
Spread abs.: 0.04
Spread %: 12.90%
Delta: -0.43
Theta: -34.06
Omega: -13.56
Rho: -0.84
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -12.50%
3 Months
  -2.33%
YTD
  -65.29%
1 Year
  -50.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.360
1M High / 1M Low: 0.600 0.340
6M High / 6M Low: 1.240 0.340
High (YTD): 2024-01-05 1.240
Low (YTD): 2024-05-22 0.340
52W High: 2023-10-09 1.770
52W Low: 2024-05-22 0.340
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.436
Avg. volume 1M:   0.000
Avg. price 6M:   0.638
Avg. volume 6M:   0.000
Avg. price 1Y:   0.865
Avg. volume 1Y:   0.000
Volatility 1M:   290.23%
Volatility 6M:   218.41%
Volatility 1Y:   169.44%
Volatility 3Y:   -