BNP Paribas Call 12000 LDSVF 20.09.2024
/ DE000PZ085R8
BNP Paribas Call 12000 LDSVF 20.0.../ DE000PZ085R8 /
| 21/06/2024 16:21:22 |
Chg.+0.018 |
Bid21/06/2024 |
Ask21/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+25.00% |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
12,000.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
102.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.22 |
| Parity: |
-0.73 |
| Time value: |
0.11 |
| Break-even: |
12,110.00 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
22.22% |
| Delta: |
0.24 |
| Theta: |
-1.65 |
| Omega: |
24.44 |
| Rho: |
6.35 |
Quote data
| Open: |
0.079 |
| High: |
0.090 |
| Low: |
0.073 |
| Previous Close: |
0.072 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-18.18% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-35.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.061 |
| 1M High / 1M Low: |
0.110 |
0.054 |
| 6M High / 6M Low: |
0.470 |
0.054 |
| High (YTD): |
08/02/2024 |
0.470 |
| Low (YTD): |
13/06/2024 |
0.054 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.189 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.47% |
| Volatility 6M: |
|
388.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
