BNP Paribas Call 11000 LDSVF 20.09.2024
/ DE000PN8TM68
BNP Paribas Call 11000 LDSVF 20.0.../ DE000PN8TM68 /
| 2024-06-20 10:12:07 AM |
Chg.+0.060 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+20.69% |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
11,000.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TM6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lindt & Sprungli AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11,000.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.22 |
| Parity: |
0.12 |
| Time value: |
0.22 |
| Break-even: |
11,340.00 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.67 |
| Theta: |
-1.76 |
| Omega: |
21.88 |
| Rho: |
17.89 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.63% |
| 1 Month |
|
|
+2.94% |
| 3 Months |
|
|
-25.53% |
| YTD |
|
|
-10.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.270 |
| 1M High / 1M Low: |
0.420 |
0.270 |
| 6M High / 6M Low: |
0.990 |
0.270 |
| High (YTD): |
2024-02-09 |
0.990 |
| Low (YTD): |
2024-06-13 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.521 |
| Avg. volume 6M: |
|
19.672 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.42% |
| Volatility 6M: |
|
207.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
