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

EUWAX
2024-05-28  11:45:01 AM Chg.-0.010 Bid8:00:03 PM Ask8:00:03 PM Underlying Strike price Expiration date Option type
0.390EUR -2.50% -
Bid Size: -		 -
Ask Size: -		 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: -21.61
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.41
Implied volatility: 0.23
Historic volatility: 0.22
Parity: 0.41
Time value: 0.08
Break-even: 10,510.00
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 4.26%
Delta: -0.72
Theta: -3.58
Omega: -15.47
Rho: -5.31
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.71%
1 Month
  -48.68%
3 Months
  -45.83%
YTD
  -67.77%
1 Year
  -63.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.340
1M High / 1M Low: 0.800 0.340
6M High / 6M Low: 1.240 0.340
High (YTD): 2024-01-05 1.240
Low (YTD): 2024-05-22 0.340
52W High: 2023-10-09 1.770
52W Low: 2024-05-22 0.340
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.512
Avg. volume 1M:   0.000
Avg. price 6M:   0.679
Avg. volume 6M:   0.000
Avg. price 1Y:   0.892
Avg. volume 1Y:   0.000
Volatility 1M:   248.98%
Volatility 6M:   196.97%
Volatility 1Y:   155.62%
Volatility 3Y:   -