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

Frankfurt Zert./BNP
9/20/2024  4:21:12 PM Chg.+0.140 Bid5:20:00 PM Ask5:20:00 PM Underlying Strike price Expiration date Option type
1.340EUR +11.67% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 12,000.00 - 12/20/2024 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: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -8.86
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.57
Implied volatility: 0.45
Historic volatility: 0.23
Parity: 0.57
Time value: 0.72
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: -4.97
Omega: -4.67
Rho: -18.04
 

Quote data

Open: 1.200
High: 1.340
Low: 1.200
Previous Close: 1.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.20%
1 Month  
+3.08%
3 Months
  -2.90%
YTD
  -40.44%
1 Year
  -30.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.340 1.140
1M High / 1M Low: 1.340 0.990
6M High / 6M Low: 1.940 0.990
High (YTD): 1/3/2024 2.310
Low (YTD): 9/3/2024 0.990
52W High: 10/9/2023 2.690
52W Low: 9/3/2024 0.990
Avg. price 1W:   1.220
Avg. volume 1W:   0.000
Avg. price 1M:   1.195
Avg. volume 1M:   0.000
Avg. price 6M:   1.475
Avg. volume 6M:   0.000
Avg. price 1Y:   1.640
Avg. volume 1Y:   0.000
Volatility 1M:   109.43%
Volatility 6M:   101.57%
Volatility 1Y:   94.29%
Volatility 3Y:   -