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BNP Paribas Put 12000 LDSVF 20.12.../  DE000PN7C6B1  /

EUWAX
2024-09-23  9:43:46 AM Chg.-0.05 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
1.18EUR -4.07% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 12,000.00 - 2024-12-20 Put
 

Master data

WKN: PN7C6B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Put
Strike price: 12,000.00 -
Maturity: 2024-12-20
Issue date: 2023-08-16
Last trading day: 2024-12-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -8.85
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.58
Implied volatility: 0.45
Historic volatility: 0.23
Parity: 0.58
Time value: 0.71
Break-even: 10,710.00
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.28
Spread abs.: 0.04
Spread %: 3.20%
Delta: -0.53
Theta: -5.05
Omega: -4.69
Rho: -17.70
 

Quote data

Open: 1.18
High: 1.18
Low: 1.18
Previous Close: 1.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.28%
1 Month
  -1.67%
3 Months
  -11.28%
YTD
  -46.36%
1 Year
  -40.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 1.07
1M High / 1M Low: 1.34 0.99
6M High / 6M Low: 2.01 0.99
High (YTD): 2024-01-03 2.24
Low (YTD): 2024-09-02 0.99
52W High: 2023-10-09 2.77
52W Low: 2024-09-02 0.99
Avg. price 1W:   1.14
Avg. volume 1W:   0.00
Avg. price 1M:   1.18
Avg. volume 1M:   0.00
Avg. price 6M:   1.47
Avg. volume 6M:   0.00
Avg. price 1Y:   1.64
Avg. volume 1Y:   0.00
Volatility 1M:   139.15%
Volatility 6M:   108.67%
Volatility 1Y:   99.12%
Volatility 3Y:   -