BNP Paribas Call 11000 LDSVF 21.06.2024
/ DE000PC05AG5
BNP Paribas Call 11000 LDSVF 21.0.../ DE000PC05AG5 /
24/05/2024 10:11:35 |
Chg.-0.020 |
Bid20:00:05 |
Ask20:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
-18.18% |
- Bid Size: - |
- Ask Size: - |
Lindt & Sprungli AG |
11,000.00 - |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
14/04/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
82.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.22 |
Parity: |
-0.25 |
Time value: |
0.13 |
Break-even: |
11,130.00 |
Moneyness: |
0.98 |
Premium: |
0.04 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.02 |
Spread %: |
18.18% |
Delta: |
0.36 |
Theta: |
-4.06 |
Omega: |
29.54 |
Rho: |
2.85 |
Quote data
Open: |
0.090 |
High: |
0.090 |
Low: |
0.090 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.62% |
1 Month |
|
|
-47.06% |
3 Months |
|
|
-82.00% |
YTD |
|
|
-62.50% |
1 Year |
|
|
-91.26% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.074 |
1M High / 1M Low: |
0.210 |
0.055 |
6M High / 6M Low: |
0.820 |
0.055 |
High (YTD): |
09/02/2024 |
0.820 |
Low (YTD): |
10/05/2024 |
0.055 |
52W High: |
14/06/2023 |
1.320 |
52W Low: |
10/05/2024 |
0.055 |
Avg. price 1W: |
|
0.113 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.122 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.391 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.546 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
728.25% |
Volatility 6M: |
|
380.56% |
Volatility 1Y: |
|
286.07% |
Volatility 3Y: |
|
- |