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BNP Paribas Call 10000 LDSVF 21.0.../  DE000PC05AF7  /

EUWAX
2024-05-24  10:11:35 AM Chg.-0.080 Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
0.700EUR -10.26% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 10,000.00 - 2024-06-21 Call
 

Master data

WKN: PC05AF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Call
Strike price: 10,000.00 -
Maturity: 2024-06-21
Issue date: 2023-04-14
Last trading day: 2024-06-20
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 13.87
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.68
Implied volatility: 0.26
Historic volatility: 0.22
Parity: 0.68
Time value: 0.09
Break-even: 10,770.00
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 5.48%
Delta: 0.85
Theta: -4.14
Omega: 11.73
Rho: 6.11
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month  
+37.25%
3 Months
  -40.68%
YTD  
+2.94%
1 Year
  -56.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.700
1M High / 1M Low: 0.840 0.510
6M High / 6M Low: 1.630 0.510
High (YTD): 2024-02-09 1.630
Low (YTD): 2024-04-29 0.510
52W High: 2023-06-14 2.010
52W Low: 2023-10-09 0.500
Avg. price 1W:   0.782
Avg. volume 1W:   0.000
Avg. price 1M:   0.687
Avg. volume 1M:   0.000
Avg. price 6M:   0.999
Avg. volume 6M:   0.000
Avg. price 1Y:   1.118
Avg. volume 1Y:   2.470
Volatility 1M:   254.27%
Volatility 6M:   186.76%
Volatility 1Y:   152.21%
Volatility 3Y:   -