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

Frankfurt Zert./BNP
14/06/2024  16:21:27 Chg.-0.110 Bid17:14:32 Ask17:14:32 Underlying Strike price Expiration date Option type
0.340EUR -24.44% -
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: -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: 0.460
High: 0.460
Low: 0.340
Previous Close: 0.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.03%
1 Month
  -35.85%
3 Months
  -26.09%
YTD
  -72.36%
1 Year
  -59.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.340
1M High / 1M Low: 0.560 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:   0.416
Avg. volume 1W:   0.000
Avg. price 1M:   0.444
Avg. volume 1M:   0.000
Avg. price 6M:   0.642
Avg. volume 6M:   0.000
Avg. price 1Y:   0.868
Avg. volume 1Y:   0.000
Volatility 1M:   260.26%
Volatility 6M:   200.61%
Volatility 1Y:   155.05%
Volatility 3Y:   -