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

EUWAX
2024-09-24  10:16:23 AM Chg.+0.030 Bid11:56:27 AM Ask11:56:27 AM Underlying Strike price Expiration date Option type
0.170EUR +21.43% 0.180
Bid Size: 22,200		 0.200
Ask Size: 22,200		 Lindt & Sprungli AG 12,000.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-08-16
Last trading day: 2024-12-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 68.06
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.23
Parity: -0.43
Time value: 0.17
Break-even: 12,170.00
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 13.33%
Delta: 0.35
Theta: -1.97
Omega: 23.48
Rho: 9.11
 

Quote data

Open: 0.140
High: 0.170
Low: 0.140
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.73%
1 Month
  -32.00%
3 Months
  -29.17%
YTD
  -29.17%
1 Year
  -54.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.140
1M High / 1M Low: 0.300 0.130
6M High / 6M Low: 0.330 0.100
High (YTD): 2024-02-09 0.620
Low (YTD): 2024-07-02 0.100
52W High: 2024-02-09 0.620
52W Low: 2024-07-02 0.100
Avg. price 1W:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.209
Avg. volume 1M:   0.000
Avg. price 6M:   0.214
Avg. volume 6M:   0.000
Avg. price 1Y:   0.304
Avg. volume 1Y:   0.000
Volatility 1M:   269.68%
Volatility 6M:   264.49%
Volatility 1Y:   229.24%
Volatility 3Y:   -