BNP Paribas Call 10500 LDSVF 20.12.2024
/ DE000PC38639
BNP Paribas Call 10500 LDSVF 20.1.../ DE000PC38639 /
| 2024-09-23 4:21:24 PM |
Chg.+0.140 |
Bid4:47:16 PM |
Ask4:47:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+19.44% |
0.850
Bid Size: 12,300 |
0.870
Ask Size: 12,300 |
Lindt & Sprungli AG |
10,500.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
0.92 |
| Time value: |
-0.11 |
| Break-even: |
11,310.00 |
| Moneyness: |
1.09 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
2.53% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.840 |
| High: |
0.930 |
| Low: |
0.840 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.88% |
| 1 Month |
|
|
-10.42% |
| 3 Months |
|
|
-2.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.720 |
| 1M High / 1M Low: |
1.200 |
0.720 |
| 6M High / 6M Low: |
1.200 |
0.590 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.951 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.835 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.16% |
| Volatility 6M: |
|
157.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
