BNP Paribas Call 11000 LDSVF 20.12.2024
/ DE000PN7C586
BNP Paribas Call 11000 LDSVF 20.1.../ DE000PN7C586 /
| 2024-06-21 4:21:22 PM |
Chg.+0.040 |
Bid5:10:09 PM |
Ask5:10:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+8.33% |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
11,000.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PN7C58 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lindt & Sprungli AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11,000.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.22 |
| Parity: |
0.27 |
| Time value: |
0.27 |
| Break-even: |
11,540.00 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
0.79 |
| Theta: |
-1.31 |
| Omega: |
16.46 |
| Rho: |
41.40 |
Quote data
| Open: |
0.500 |
| High: |
0.520 |
| Low: |
0.470 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.12% |
| 1 Month |
|
|
-7.14% |
| 3 Months |
|
|
-17.46% |
| YTD |
|
|
+8.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.400 |
| 1M High / 1M Low: |
0.560 |
0.390 |
| 6M High / 6M Low: |
1.070 |
0.380 |
| High (YTD): |
2024-02-08 |
1.070 |
| Low (YTD): |
2024-04-29 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.448 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.606 |
| Avg. volume 6M: |
|
309.303 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.26% |
| Volatility 6M: |
|
205.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
