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BNP Paribas Call 12000 LDSVF 20.0.../  DE000PZ085R8  /

Frankfurt Zert./BNP
2024-06-19  4:21:22 PM Chg.-0.003 Bid5:15:46 PM Ask5:15:46 PM Underlying Strike price Expiration date Option type
0.061EUR -4.69% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 12,000.00 - 2024-09-20 Call
 

Master data

WKN: PZ085R
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Call
Strike price: 12,000.00 -
Maturity: 2024-09-20
Issue date: 2023-11-10
Last trading day: 2024-09-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 120.65
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.22
Parity: -0.90
Time value: 0.09
Break-even: 12,092.00
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.40
Spread abs.: 0.02
Spread %: 27.78%
Delta: 0.20
Theta: -1.50
Omega: 23.96
Rho: 5.38
 

Quote data

Open: 0.065
High: 0.065
Low: 0.056
Previous Close: 0.064
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.96%
1 Month
  -32.22%
3 Months
  -61.88%
YTD
  -56.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.054
1M High / 1M Low: 0.110 0.054
6M High / 6M Low: 0.470 0.054
High (YTD): 2024-02-08 0.470
Low (YTD): 2024-06-13 0.054
52W High: - -
52W Low: - -
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.191
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.00%
Volatility 6M:   388.33%
Volatility 1Y:   -
Volatility 3Y:   -