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

EUWAX
25/09/2024  09:50:51 Chg.-0.03 Bid17:15:12 Ask17:15:12 Underlying Strike price Expiration date Option type
1.10EUR -2.65% 1.04
Bid Size: 11,200		 1.06
Ask Size: 11,200		 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: -10.13
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.35
Implied volatility: 0.45
Historic volatility: 0.23
Parity: 0.35
Time value: 0.80
Break-even: 10,850.00
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 1.77%
Delta: -0.50
Theta: -5.22
Omega: -5.03
Rho: -16.34
 

Quote data

Open: 1.10
High: 1.10
Low: 1.10
Previous Close: 1.13
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.17%
1 Month
  -8.33%
3 Months
  -20.29%
YTD
  -50.00%
1 Year
  -44.44%
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): 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:   1.16
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:   1.63
Avg. volume 1Y:   0.00
Volatility 1M:   136.49%
Volatility 6M:   108.41%
Volatility 1Y:   99.01%
Volatility 3Y:   -