BNP Paribas Put 12000 LDSVF 20.12.2024
/ DE000PN7C6B1
BNP Paribas Put 12000 LDSVF 20.12.../ DE000PN7C6B1 /
| 21/06/2024 16:21:09 |
Chg.-0.080 |
Bid16:56:34 |
Ask16:56:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
-5.48% |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
12,000.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
0.73 |
| Time value: |
0.67 |
| Break-even: |
10,600.00 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.45% |
| Delta: |
-0.52 |
| Theta: |
-2.31 |
| Omega: |
-4.22 |
| Rho: |
-36.25 |
Quote data
| Open: |
1.450 |
| High: |
1.450 |
| Low: |
1.380 |
| Previous Close: |
1.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.21% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-5.48% |
| YTD |
|
|
-38.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.630 |
1.380 |
| 1M High / 1M Low: |
1.700 |
1.380 |
| 6M High / 6M Low: |
2.310 |
1.210 |
| High (YTD): |
03/01/2024 |
2.310 |
| Low (YTD): |
08/03/2024 |
1.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.553 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.618 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.55% |
| Volatility 6M: |
|
91.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
