BNP Paribas Put 12000 LDSVF 21.06.2024
/ DE000PC05AU6
BNP Paribas Put 12000 LDSVF 21.06.../ DE000PC05AU6 /
| 2024-04-16 10:44:57 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.89EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
12,000.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
PC05AU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lindt & Sprungli AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12,000.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-14 |
| Last trading day: |
2024-04-17 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.22 |
| Parity: |
1.35 |
| Time value: |
0.50 |
| Break-even: |
10,150.00 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.04 |
| Spread %: |
2.21% |
| Delta: |
-0.64 |
| Theta: |
-10.75 |
| Omega: |
-3.68 |
| Rho: |
-9.74 |
Quote data
| Open: |
1.89 |
| High: |
1.89 |
| Low: |
1.89 |
| Previous Close: |
1.83 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.53% |
| 3 Months |
|
|
+64.35% |
| YTD |
|
|
-10.43% |
| 1 Year |
|
|
+21.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.89 |
1.71 |
| 6M High / 6M Low: |
2.14 |
0.93 |
| High (YTD): |
2024-01-05 |
2.14 |
| Low (YTD): |
2024-02-09 |
0.93 |
| 52W High: |
2023-10-09 |
2.67 |
| 52W Low: |
2024-02-09 |
0.93 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.64 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
41.80% |
| Volatility 6M: |
|
122.30% |
| Volatility 1Y: |
|
99.63% |
| Volatility 3Y: |
|
- |
