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BNP Paribas Put 12000 LDSVF 20.09.../  DE000PZ085S6  /

Frankfurt Zert./BNP
2024-06-17  10:21:23 AM Chg.-0.020 Bid10:34:49 AM Ask10:34:49 AM Underlying Strike price Expiration date Option type
1.390EUR -1.42% 1.390
Bid Size: 10,100		 1.430
Ask Size: 10,100		 Lindt & Sprungli AG 12,000.00 - 2024-09-20 Put
 

Master data

WKN: PZ085S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Put
Strike price: 12,000.00 -
Maturity: 2024-09-20
Issue date: 2023-11-10
Last trading day: 2024-09-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -7.86
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.84
Implied volatility: 0.43
Historic volatility: 0.22
Parity: 0.84
Time value: 0.58
Break-even: 10,580.00
Moneyness: 1.08
Premium: 0.05
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 2.90%
Delta: -0.57
Theta: -4.34
Omega: -4.48
Rho: -20.24
 

Quote data

Open: 1.400
High: 1.400
Low: 1.390
Previous Close: 1.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.71%
1 Month
  -4.14%
3 Months  
+6.92%
YTD
  -36.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.540 1.410
1M High / 1M Low: 1.620 1.270
6M High / 6M Low: 2.260 1.100
High (YTD): 2024-01-03 2.260
Low (YTD): 2024-03-08 1.100
52W High: - -
52W Low: - -
Avg. price 1W:   1.494
Avg. volume 1W:   0.000
Avg. price 1M:   1.468
Avg. volume 1M:   0.000
Avg. price 6M:   1.545
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.93%
Volatility 6M:   104.65%
Volatility 1Y:   -
Volatility 3Y:   -