OverviewChartNewsTraderScreen

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

Frankfurt Zert./BNP
2024-06-19  4:21:23 PM Chg.-0.080 Bid5:12:54 PM Ask5:12:54 PM Underlying Strike price Expiration date Option type
0.370EUR -17.78% -
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: -23.62
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 1.59
Historic volatility: 0.22
Parity: -0.10
Time value: 0.47
Break-even: 10,530.00
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.00
Spread abs.: 0.08
Spread %: 20.51%
Delta: -0.45
Theta: -128.79
Omega: -10.52
Rho: -0.30
 

Quote data

Open: 0.390
High: 0.460
Low: 0.370
Previous Close: 0.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.90%
1 Month
  -21.28%
3 Months
  -35.09%
YTD
  -69.92%
1 Year
  -60.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.330
1M High / 1M Low: 0.560 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:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.434
Avg. volume 1M:   0.000
Avg. price 6M:   0.638
Avg. volume 6M:   0.000
Avg. price 1Y:   0.864
Avg. volume 1Y:   0.000
Volatility 1M:   282.19%
Volatility 6M:   205.75%
Volatility 1Y:   158.38%
Volatility 3Y:   -