BNP Paribas Call 12000 LDSVF 20.12.2024
/ DE000PN7C594
BNP Paribas Call 12000 LDSVF 20.1.../ DE000PN7C594 /
| 25/06/2024 10:11:25 |
Chg.-0.020 |
Bid20:00:05 |
Ask20:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-8.33% |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
12,000.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PN7C59 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lindt & Sprungli AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12,000.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
41.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.22 |
| Parity: |
-0.68 |
| Time value: |
0.27 |
| Break-even: |
12,270.00 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
0.36 |
| Theta: |
-1.59 |
| Omega: |
15.22 |
| Rho: |
18.73 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.220 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-29.03% |
| YTD |
|
|
-8.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.180 |
| 1M High / 1M Low: |
0.240 |
0.140 |
| 6M High / 6M Low: |
0.620 |
0.140 |
| High (YTD): |
09/02/2024 |
0.620 |
| Low (YTD): |
11/06/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.308 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.01% |
| Volatility 6M: |
|
230.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
