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

EUWAX
2024-05-10  10:15:49 AM Chg.+0.110 Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
0.670EUR +19.64% -
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: -16.90
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.35
Implied volatility: 0.32
Historic volatility: 0.22
Parity: 0.35
Time value: 0.28
Break-even: 10,370.00
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 3.28%
Delta: -0.58
Theta: -4.73
Omega: -9.84
Rho: -7.67
 

Quote data

Open: 0.650
High: 0.670
Low: 0.650
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.37%
1 Month
  -17.28%
3 Months  
+71.79%
YTD
  -44.63%
1 Year
  -33.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.560
1M High / 1M Low: 0.970 0.510
6M High / 6M Low: 1.240 0.350
High (YTD): 2024-01-05 1.240
Low (YTD): 2024-03-11 0.350
52W High: 2023-10-09 1.770
52W Low: 2024-03-11 0.350
Avg. price 1W:   0.608
Avg. volume 1W:   0.000
Avg. price 1M:   0.747
Avg. volume 1M:   0.000
Avg. price 6M:   0.713
Avg. volume 6M:   0.000
Avg. price 1Y:   0.916
Avg. volume 1Y:   0.000
Volatility 1M:   234.28%
Volatility 6M:   183.09%
Volatility 1Y:   145.61%
Volatility 3Y:   -