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BNP Paribas Call 12000 LDSVF 20.1.../  DE000PN7C594  /

EUWAX
26/09/2024  09:44:49 Chg.+0.010 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.180EUR +5.88% -
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: 58.55
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.23
Parity: -0.29
Time value: 0.20
Break-even: 12,200.00
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 11.11%
Delta: 0.40
Theta: -2.05
Omega: 23.68
Rho: 10.56
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -25.00%
3 Months
  -5.26%
YTD
  -25.00%
1 Year
  -45.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.140
1M High / 1M Low: 0.300 0.130
6M High / 6M Low: 0.330 0.100
High (YTD): 09/02/2024 0.620
Low (YTD): 02/07/2024 0.100
52W High: 09/02/2024 0.620
52W Low: 02/07/2024 0.100
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.205
Avg. volume 1M:   0.000
Avg. price 6M:   0.212
Avg. volume 6M:   0.000
Avg. price 1Y:   0.303
Avg. volume 1Y:   0.000
Volatility 1M:   267.66%
Volatility 6M:   264.81%
Volatility 1Y:   229.62%
Volatility 3Y:   -