BNP Paribas Call 11500 LDSVF 20.09.2024
/ DE000PN8TM50
BNP Paribas Call 11500 LDSVF 20.0.../ DE000PN8TM50 /
| 5/24/2024 4:21:08 PM |
Chg.-0.010 |
Bid5:05:35 PM |
Ask5:05:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-4.76% |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
11,500.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PN8TM5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lindt & Sprungli AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11,500.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
46.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.22 |
| Parity: |
-0.82 |
| Time value: |
0.23 |
| Break-even: |
11,730.00 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
9.52% |
| Delta: |
0.31 |
| Theta: |
-2.14 |
| Omega: |
14.53 |
| Rho: |
10.06 |
Quote data
| Open: |
0.190 |
| High: |
0.200 |
| Low: |
0.180 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-51.22% |
| YTD |
|
|
-16.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.200 |
| 1M High / 1M Low: |
0.320 |
0.150 |
| 6M High / 6M Low: |
0.700 |
0.150 |
| High (YTD): |
2/8/2024 |
0.700 |
| Low (YTD): |
4/29/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.211 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.378 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
450.15% |
| Volatility 6M: |
|
291.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
