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BNP Paribas Call 11000 LDSVF 21.0.../  DE000PC05AG5  /

Frankfurt Zert./BNP
2024-05-24  4:21:11 PM Chg.-0.030 Bid4:34:33 PM Ask4:34:33 PM Underlying Strike price Expiration date Option type
0.080EUR -27.27% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 11,000.00 - 2024-06-21 Call
 

Master data

WKN: PC05AG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Call
Strike price: 11,000.00 -
Maturity: 2024-06-21
Issue date: 2023-04-14
Last trading day: 2024-06-20
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 97.09
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.22
Parity: -0.32
Time value: 0.11
Break-even: 11,110.00
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.71
Spread abs.: 0.02
Spread %: 22.22%
Delta: 0.31
Theta: -4.01
Omega: 30.48
Rho: 2.40
 

Quote data

Open: 0.080
High: 0.090
Low: 0.071
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -27.27%
3 Months
  -81.82%
YTD
  -66.67%
1 Year
  -92.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.080
1M High / 1M Low: 0.230 0.068
6M High / 6M Low: 0.790 0.068
High (YTD): 2024-02-08 0.790
Low (YTD): 2024-05-08 0.068
52W High: 2023-06-13 1.280
52W Low: 2024-05-08 0.068
Avg. price 1W:   0.113
Avg. volume 1W:   0.000
Avg. price 1M:   0.117
Avg. volume 1M:   0.000
Avg. price 6M:   0.382
Avg. volume 6M:   0.000
Avg. price 1Y:   0.538
Avg. volume 1Y:   0.000
Volatility 1M:   924.42%
Volatility 6M:   463.20%
Volatility 1Y:   338.34%
Volatility 3Y:   -