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

Frankfurt Zert./BNP
9/24/2024  9:21:10 AM Chg.-0.010 Bid10:10:34 AM Ask10:10:34 AM Underlying Strike price Expiration date Option type
1.170EUR -0.85% 1.130
Bid Size: 10,900		 1.150
Ask Size: 10,900		 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: -9.48
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.43
Implied volatility: 0.46
Historic volatility: 0.23
Parity: 0.43
Time value: 0.79
Break-even: 10,780.00
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.32
Spread abs.: 0.04
Spread %: 3.39%
Delta: -0.51
Theta: -5.28
Omega: -4.80
Rho: -16.87
 

Quote data

Open: 1.170
High: 1.170
Low: 1.170
Previous Close: 1.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.63%
1 Month
  -4.88%
3 Months
  -8.59%
YTD
  -48.00%
1 Year
  -42.36%
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:   1.202
Avg. volume 1W:   0.000
Avg. price 1M:   1.185
Avg. volume 1M:   0.000
Avg. price 6M:   1.472
Avg. volume 6M:   0.000
Avg. price 1Y:   1.635
Avg. volume 1Y:   0.000
Volatility 1M:   118.89%
Volatility 6M:   103.08%
Volatility 1Y:   95.04%
Volatility 3Y:   -