BNP Paribas Call 10000 LDSVF 20.12.2024
/ DE000PN7C578
BNP Paribas Call 10000 LDSVF 20.1.../ DE000PN7C578 /
2024-09-24 4:21:31 PM |
Chg.+0.030 |
Bid5:19:50 PM |
Ask5:19:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.270EUR |
+2.42% |
- Bid Size: - |
- Ask Size: - |
Lindt & Sprungli AG |
10,000.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PN7C57 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lindt & Sprungli AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10,000.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-08-16 |
Last trading day: |
2024-12-19 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.70 |
Intrinsic value: |
1.57 |
Implied volatility: |
- |
Historic volatility: |
0.23 |
Parity: |
1.57 |
Time value: |
-0.29 |
Break-even: |
11,280.00 |
Moneyness: |
1.16 |
Premium: |
-0.03 |
Premium p.a.: |
-0.10 |
Spread abs.: |
0.04 |
Spread %: |
3.23% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.220 |
High: |
1.340 |
Low: |
1.220 |
Previous Close: |
1.240 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.79% |
1 Month |
|
|
-5.22% |
3 Months |
|
|
-2.31% |
YTD |
|
|
+33.68% |
1 Year |
|
|
+14.41% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.320 |
1.080 |
1M High / 1M Low: |
1.610 |
1.080 |
6M High / 6M Low: |
1.610 |
0.870 |
High (YTD): |
2024-02-08 |
1.830 |
Low (YTD): |
2024-07-02 |
0.870 |
52W High: |
2024-02-08 |
1.830 |
52W Low: |
2023-10-06 |
0.750 |
Avg. price 1W: |
|
1.234 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.329 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.160 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.237 |
Avg. volume 1Y: |
|
41.478 |
Volatility 1M: |
|
121.09% |
Volatility 6M: |
|
133.14% |
Volatility 1Y: |
|
127.59% |
Volatility 3Y: |
|
- |