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

EUWAX
9/26/2024  9:44:51 AM Chg.-0.07 Bid3:02:41 PM Ask3:02:41 PM Underlying Strike price Expiration date Option type
1.03EUR -6.36% 1.12
Bid Size: 10,800		 1.14
Ask Size: 10,800		 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: -10.94
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.29
Implied volatility: 0.43
Historic volatility: 0.23
Parity: 0.29
Time value: 0.78
Break-even: 10,930.00
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 1.90%
Delta: -0.49
Theta: -5.03
Omega: -5.37
Rho: -15.89
 

Quote data

Open: 1.03
High: 1.03
Low: 1.03
Previous Close: 1.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.63%
1 Month
  -15.57%
3 Months
  -27.97%
YTD
  -53.18%
1 Year
  -50.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 1.08
1M High / 1M Low: 1.34 0.99
6M High / 6M Low: 2.01 0.99
High (YTD): 1/3/2024 2.24
Low (YTD): 9/2/2024 0.99
52W High: 10/9/2023 2.77
52W Low: 9/2/2024 0.99
Avg. price 1W:   1.14
Avg. volume 1W:   0.00
Avg. price 1M:   1.17
Avg. volume 1M:   0.00
Avg. price 6M:   1.47
Avg. volume 6M:   0.00
Avg. price 1Y:   1.63
Avg. volume 1Y:   0.00
Volatility 1M:   133.50%
Volatility 6M:   108.27%
Volatility 1Y:   98.90%
Volatility 3Y:   -