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

EUWAX
2024-06-20  9:52:15 AM Chg.+0.014 Bid11:44:56 AM Ask11:44:56 AM Underlying Strike price Expiration date Option type
0.070EUR +25.00% 0.063
Bid Size: 35,600		 0.083
Ask Size: 35,600		 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: 135.61
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.22
Parity: -0.88
Time value: 0.08
Break-even: 12,082.00
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.39
Spread abs.: 0.02
Spread %: 32.26%
Delta: 0.19
Theta: -1.40
Omega: 25.70
Rho: 5.10
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.056
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.62%
1 Month
  -12.50%
3 Months
  -53.33%
YTD
  -53.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.052
1M High / 1M Low: 0.110 0.052
6M High / 6M Low: 0.470 0.052
High (YTD): 2024-02-09 0.470
Low (YTD): 2024-06-13 0.052
52W High: - -
52W Low: - -
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   0.193
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   308.55%
Volatility 6M:   327.80%
Volatility 1Y:   -
Volatility 3Y:   -