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

Frankfurt Zert./BNP
2024-05-29  2:21:29 PM Chg.+0.010 Bid3:12:12 PM Ask3:12:12 PM Underlying Strike price Expiration date Option type
0.420EUR +2.44% 0.430
Bid Size: 9,300		 0.450
Ask Size: 9,300		 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: -24.25
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.33
Implied volatility: 0.24
Historic volatility: 0.22
Parity: 0.33
Time value: 0.11
Break-even: 10,560.00
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 4.76%
Delta: -0.67
Theta: -4.29
Omega: -16.20
Rho: -4.77
 

Quote data

Open: 0.430
High: 0.430
Low: 0.370
Previous Close: 0.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+31.25%
1 Month
  -49.40%
3 Months
  -26.32%
YTD
  -65.85%
1 Year
  -60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.320
1M High / 1M Low: 0.830 0.320
6M High / 6M Low: 1.280 0.320
High (YTD): 2024-01-03 1.280
Low (YTD): 2024-05-22 0.320
52W High: 2023-10-09 1.700
52W Low: 2024-05-22 0.320
Avg. price 1W:   0.404
Avg. volume 1W:   0.000
Avg. price 1M:   0.507
Avg. volume 1M:   0.000
Avg. price 6M:   0.678
Avg. volume 6M:   0.000
Avg. price 1Y:   0.893
Avg. volume 1Y:   0.000
Volatility 1M:   271.52%
Volatility 6M:   182.99%
Volatility 1Y:   143.74%
Volatility 3Y:   -