BNP Paribas Call 11500 LDSVF 20.12.2024
/ DE000PC38647
BNP Paribas Call 11500 LDSVF 20.1.../ DE000PC38647 /
| 24/09/2024 14:21:36 |
Chg.+0.030 |
Bid14:22:49 |
Ask14:22:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+10.00% |
0.330
Bid Size: 16,300 |
0.350
Ask Size: 16,300 |
Lindt & Sprungli AG |
11,500.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PC3864 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lindt & Sprungli AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11,500.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.23 |
| Parity: |
0.07 |
| Time value: |
0.25 |
| Break-even: |
11,820.00 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
6.67% |
| Delta: |
0.62 |
| Theta: |
-1.90 |
| Omega: |
22.42 |
| Rho: |
16.34 |
Quote data
| Open: |
0.280 |
| High: |
0.350 |
| Low: |
0.280 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.71% |
| 1 Month |
|
|
-17.50% |
| 3 Months |
|
|
-21.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.230 |
| 1M High / 1M Low: |
0.540 |
0.230 |
| 6M High / 6M Low: |
0.570 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.372 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.357 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.49% |
| Volatility 6M: |
|
243.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
