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BNP Paribas Put 11000 LDSVF 21.06.../  DE000PC05AT8  /

Frankfurt Zert./BNP
2024-05-07  9:21:22 AM Chg.-0.050 Bid10:00:42 AM Ask10:00:42 AM Underlying Strike price Expiration date Option type
0.580EUR -7.94% 0.590
Bid Size: 12,900		 0.610
Ask Size: 12,900		 Lindt & Sprungli AG 11,000.00 - 2024-06-21 Put
 

Master data

WKN: PC05AT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Put
Strike price: 11,000.00 -
Maturity: 2024-06-21
Issue date: 2023-04-14
Last trading day: 2024-06-20
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -16.43
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.32
Implied volatility: 0.33
Historic volatility: 0.21
Parity: 0.32
Time value: 0.33
Break-even: 10,350.00
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 3.17%
Delta: -0.56
Theta: -4.78
Omega: -9.21
Rho: -8.18
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+20.83%
1 Month
  -34.09%
3 Months  
+34.88%
YTD
  -52.85%
1 Year
  -40.21%
3 Years     -
5 Years     -
1W High / 1W Low: 0.630 0.480
1M High / 1M Low: 0.910 0.480
6M High / 6M Low: 1.280 0.340
High (YTD): 2024-01-03 1.280
Low (YTD): 2024-03-08 0.340
52W High: 2023-10-09 1.700
52W Low: 2024-03-08 0.340
Avg. price 1W:   0.560
Avg. volume 1W:   0.000
Avg. price 1M:   0.781
Avg. volume 1M:   0.000
Avg. price 6M:   0.728
Avg. volume 6M:   0.000
Avg. price 1Y:   0.923
Avg. volume 1Y:   0.000
Volatility 1M:   195.60%
Volatility 6M:   165.34%
Volatility 1Y:   132.16%
Volatility 3Y:   -