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BNP Paribas Call 11500 LDSVF 21.0.../  DE000PN7BGY5  /

Frankfurt Zert./BNP
2024-05-10  4:21:10 PM Chg.+0.003 Bid5:14:08 PM Ask5:14:08 PM Underlying Strike price Expiration date Option type
0.010EUR +42.86% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 11,500.00 - 2024-06-21 Call
 

Master data

WKN: PN7BGY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Call
Strike price: 11,500.00 -
Maturity: 2024-06-21
Issue date: 2023-08-16
Last trading day: 2024-06-20
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 355.00
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.22
Parity: -0.85
Time value: 0.03
Break-even: 11,530.00
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 1.03
Spread abs.: 0.02
Spread %: 200.00%
Delta: 0.11
Theta: -1.47
Omega: 37.65
Rho: 1.23
 

Quote data

Open: 0.014
High: 0.014
Low: 0.003
Previous Close: 0.007
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -64.29%
1 Month
  -81.82%
3 Months
  -97.30%
YTD
  -92.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.025 0.007
1M High / 1M Low: 0.075 0.007
6M High / 6M Low: 0.520 0.007
High (YTD): 2024-02-08 0.490
Low (YTD): 2024-05-08 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.243
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,326.87%
Volatility 6M:   991.83%
Volatility 1Y:   -
Volatility 3Y:   -