BNP Paribas Call 10500 LDSVF 21.06.2024
/ DE000PN7BGX7
BNP Paribas Call 10500 LDSVF 21.0.../ DE000PN7BGX7 /
| 5/24/2024 4:21:20 PM |
Chg.-0.050 |
Bid5:19:54 PM |
Ask5:19:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-13.16% |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
10,500.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PN7BGX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lindt & Sprungli AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10,500.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.22 |
| Parity: |
0.18 |
| Time value: |
0.19 |
| Break-even: |
10,870.00 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
5.71% |
| Delta: |
0.64 |
| Theta: |
-5.08 |
| Omega: |
18.51 |
| Rho: |
4.79 |
Quote data
| Open: |
0.310 |
| High: |
0.340 |
| Low: |
0.300 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.13% |
| 1 Month |
|
|
+22.22% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-19.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.330 |
| 1M High / 1M Low: |
0.510 |
0.220 |
| 6M High / 6M Low: |
1.160 |
0.220 |
| High (YTD): |
2/8/2024 |
1.160 |
| Low (YTD): |
4/29/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.349 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.648 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
546.88% |
| Volatility 6M: |
|
305.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
