BNP Paribas Put 12000 LDSVF 20.09.2024
/ DE000PZ085S6
BNP Paribas Put 12000 LDSVF 20.09.../ DE000PZ085S6 /
| 24/05/2024 09:49:02 |
Chg.+0.10 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
+7.63% |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
12,000.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
1.32 |
| Time value: |
0.10 |
| Break-even: |
10,580.00 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
2.90% |
| Delta: |
-0.73 |
| Theta: |
-1.30 |
| Omega: |
-5.49 |
| Rho: |
-29.81 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.41 |
| Previous Close: |
1.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.37% |
| 1 Month |
|
|
-23.37% |
| 3 Months |
|
|
+1.44% |
| YTD |
|
|
-35.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.27 |
| 1M High / 1M Low: |
1.84 |
1.27 |
| 6M High / 6M Low: |
2.21 |
1.12 |
| High (YTD): |
05/01/2024 |
2.21 |
| Low (YTD): |
08/03/2024 |
1.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.52% |
| Volatility 6M: |
|
114.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
