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

EUWAX
5/24/2024  10:11:35 AM Chg.-0.020 Bid8:00:05 PM Ask8:00:05 PM Underlying Strike price Expiration date Option type
0.090EUR -18.18% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 11,000.00 - 6/21/2024 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: 6/21/2024
Issue date: 4/14/2023
Last trading day: 6/20/2024
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  
+12.50%
3 Months
  -82.00%
YTD
  -62.50%
1 Year
  -91.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.090
1M High / 1M Low: 0.210 0.055
6M High / 6M Low: 0.820 0.055
High (YTD): 2/9/2024 0.820
Low (YTD): 5/10/2024 0.055
52W High: 6/14/2023 1.320
52W Low: 5/10/2024 0.055
Avg. price 1W:   0.117
Avg. volume 1W:   0.000
Avg. price 1M:   0.118
Avg. volume 1M:   0.000
Avg. price 6M:   0.386
Avg. volume 6M:   0.000
Avg. price 1Y:   0.542
Avg. volume 1Y:   0.000
Volatility 1M:   701.25%
Volatility 6M:   381.50%
Volatility 1Y:   286.66%
Volatility 3Y:   -