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

EUWAX
24/09/2024  10:16:21 Chg.-0.05 Bid11:40:57 Ask11:40:57 Underlying Strike price Expiration date Option type
1.13EUR -4.24% 1.09
Bid Size: 11,000		 1.11
Ask Size: 11,000		 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: -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: 1.17
High: 1.17
Low: 1.13
Previous Close: 1.18
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.61%
1 Month
  -5.83%
3 Months
  -15.04%
YTD
  -48.64%
1 Year
  -42.64%
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): 03/01/2024 2.24
Low (YTD): 02/09/2024 0.99
52W High: 09/10/2023 2.77
52W Low: 02/09/2024 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:   -