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

EUWAX
2024-05-10  10:15:49 AM Chg.-0.065 Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
0.055EUR -54.17% -
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: 108.67
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.22
Parity: -0.35
Time value: 0.10
Break-even: 11,098.00
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 25.64%
Delta: 0.30
Theta: -2.58
Omega: 32.30
Rho: 3.45
 

Quote data

Open: 0.067
High: 0.067
Low: 0.055
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -69.44%
1 Month
  -65.63%
3 Months
  -93.29%
YTD
  -77.08%
1 Year
  -95.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.055
1M High / 1M Low: 0.210 0.055
6M High / 6M Low: 0.820 0.055
High (YTD): 2024-02-09 0.820
Low (YTD): 2024-05-10 0.055
52W High: 2023-06-14 1.320
52W Low: 2024-05-10 0.055
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   0.431
Avg. volume 6M:   0.000
Avg. price 1Y:   0.581
Avg. volume 1Y:   0.000
Volatility 1M:   572.52%
Volatility 6M:   321.87%
Volatility 1Y:   247.31%
Volatility 3Y:   -