OverviewChartNewsTraderScreen

BNP Paribas Call 11500 LDSVF 20.0.../  DE000PN8TM50  /

EUWAX
2024-05-24  10:07:47 AM Chg.-0.020 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.190EUR -9.52% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 11,500.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 46.74
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.22
Parity: -0.75
Time value: 0.23
Break-even: 11,730.00
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 9.52%
Delta: 0.32
Theta: -2.08
Omega: 15.11
Rho: 10.57
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month
  -24.00%
3 Months
  -57.78%
YTD
  -24.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.170
1M High / 1M Low: 0.280 0.160
6M High / 6M Low: 0.700 0.160
High (YTD): 2024-02-09 0.700
Low (YTD): 2024-04-29 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.212
Avg. volume 1M:   0.000
Avg. price 6M:   0.382
Avg. volume 6M:   19.835
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   322.61%
Volatility 6M:   241.85%
Volatility 1Y:   -
Volatility 3Y:   -