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

EUWAX
5/24/2024  10:11:35 AM Chg.+0.070 Bid8:00:05 PM Ask8:00:05 PM Underlying Strike price Expiration date Option type
0.430EUR +19.44% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 11,000.00 - 6/21/2024 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: 6/21/2024
Issue date: 4/14/2023
Last trading day: 6/20/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -24.84
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.32
Implied volatility: 0.22
Historic volatility: 0.22
Parity: 0.32
Time value: 0.11
Break-even: 10,570.00
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 4.88%
Delta: -0.66
Theta: -3.59
Omega: -16.40
Rho: -5.53
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.31%
1 Month
  -43.42%
3 Months
  -24.56%
YTD
  -64.46%
1 Year
  -60.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.340
1M High / 1M Low: 0.800 0.340
6M High / 6M Low: 1.240 0.340
High (YTD): 1/5/2024 1.240
Low (YTD): 5/22/2024 0.340
52W High: 10/9/2023 1.770
52W Low: 5/22/2024 0.340
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.532
Avg. volume 1M:   0.000
Avg. price 6M:   0.682
Avg. volume 6M:   0.000
Avg. price 1Y:   0.894
Avg. volume 1Y:   0.000
Volatility 1M:   249.82%
Volatility 6M:   196.90%
Volatility 1Y:   155.16%
Volatility 3Y:   -