BNP Paribas Put 11000 LDSVF 21.06.2024
/ DE000PC05AT8
BNP Paribas Put 11000 LDSVF 21.06.../ DE000PC05AT8 /
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: |
|
- |