BNP Paribas Call 11500 LDSVF 21.06.2024
/ DE000PN7BGY5
BNP Paribas Call 11500 LDSVF 21.0.../ DE000PN7BGY5 /
| 5/24/2024 4:21:11 PM |
Chg.-0.005 |
Bid5:15:38 PM |
Ask5:15:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.006EUR |
-45.45% |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
11,500.00 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
381.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.22 |
| Parity: |
-0.82 |
| Time value: |
0.03 |
| Break-even: |
11,528.00 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
1.81 |
| Spread abs.: |
0.02 |
| Spread %: |
250.00% |
| Delta: |
0.10 |
| Theta: |
-2.05 |
| Omega: |
39.11 |
| Rho: |
0.79 |
Quote data
| Open: |
0.006 |
| High: |
0.007 |
| Low: |
0.003 |
| Previous Close: |
0.011 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-76.92% |
| 3 Months |
|
|
-97.39% |
| YTD |
|
|
-95.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.019 |
0.006 |
| 1M High / 1M Low: |
0.075 |
0.006 |
| 6M High / 6M Low: |
0.490 |
0.006 |
| High (YTD): |
2/8/2024 |
0.490 |
| Low (YTD): |
5/24/2024 |
0.006 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.013 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.207 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,389.10% |
| Volatility 6M: |
|
1,023.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
