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

Frankfurt Zert./BNP
28/05/2024  16:21:20 Chg.-0.070 Bid17:16:59 Ask17:16:59 Underlying Strike price Expiration date Option type
0.410EUR -14.58% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 11,000.00 - 21/06/2024 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: 21/06/2024
Issue date: 14/04/2023
Last trading day: 20/06/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -21.61
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.41
Implied volatility: 0.23
Historic volatility: 0.22
Parity: 0.41
Time value: 0.08
Break-even: 10,510.00
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 4.26%
Delta: -0.72
Theta: -3.58
Omega: -15.47
Rho: -5.31
 

Quote data

Open: 0.370
High: 0.410
Low: 0.370
Previous Close: 0.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+28.13%
1 Month
  -50.60%
3 Months
  -28.07%
YTD
  -66.67%
1 Year
  -60.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.320
1M High / 1M Low: 0.830 0.320
6M High / 6M Low: 1.280 0.320
High (YTD): 03/01/2024 1.280
Low (YTD): 22/05/2024 0.320
52W High: 09/10/2023 1.700
52W Low: 22/05/2024 0.320
Avg. price 1W:   0.404
Avg. volume 1W:   0.000
Avg. price 1M:   0.507
Avg. volume 1M:   0.000
Avg. price 6M:   0.678
Avg. volume 6M:   0.000
Avg. price 1Y:   0.893
Avg. volume 1Y:   0.000
Volatility 1M:   271.52%
Volatility 6M:   182.99%
Volatility 1Y:   143.74%
Volatility 3Y:   -