BNP Paribas Call 12000 LDSVF 20.12.2024
/ DE000PN7C594
BNP Paribas Call 12000 LDSVF 20.1.../ DE000PN7C594 /
| 2024-05-24 10:07:54 AM |
Chg.-0.010 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-4.35% |
-
Bid Size: - |
-
Ask Size: - |
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: |
43.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.22 |
| Parity: |
-1.25 |
| Time value: |
0.25 |
| Break-even: |
12,250.00 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
8.70% |
| Delta: |
0.29 |
| Theta: |
-1.51 |
| Omega: |
12.33 |
| Rho: |
16.30 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
-15.38% |
| 3 Months |
|
|
-46.34% |
| YTD |
|
|
-8.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.200 |
| 1M High / 1M Low: |
0.290 |
0.170 |
| 6M High / 6M Low: |
0.620 |
0.170 |
| High (YTD): |
2024-02-09 |
0.620 |
| Low (YTD): |
2024-05-10 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.227 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.231 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.356 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.66% |
| Volatility 6M: |
|
219.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
