BNP Paribas Call 10500 LDSVF 20.12.2024
/ DE000PC38639
BNP Paribas Call 10500 LDSVF 20.1.../ DE000PC38639 /
| 23/05/2024 11:21:31 |
Chg.-0.030 |
Bid23/05/2024 |
Ask23/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-3.37% |
0.860
Bid Size: 15,100 |
0.880
Ask Size: 15,100 |
Lindt & Sprungli AG |
10,500.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PC3863 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lindt & Sprungli AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10,500.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.22 |
| Parity: |
0.35 |
| Time value: |
0.57 |
| Break-even: |
11,420.00 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.22% |
| Delta: |
0.68 |
| Theta: |
-1.95 |
| Omega: |
7.99 |
| Rho: |
37.20 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.840 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.16% |
| 1 Month |
|
|
+11.69% |
| 3 Months |
|
|
-19.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.760 |
| 1M High / 1M Low: |
0.970 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.825 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.795 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
