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

EUWAX
9/23/2024  9:43:46 AM Chg.- Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.140EUR - -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 12,000.00 - 12/20/2024 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: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 76.13
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.23
Parity: -0.58
Time value: 0.15
Break-even: 12,150.00
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 15.38%
Delta: 0.30
Theta: -1.93
Omega: 22.61
Rho: 7.82
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month
  -44.00%
3 Months
  -41.67%
YTD
  -41.67%
1 Year
  -62.16%
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): 2/9/2024 0.620
Low (YTD): 7/2/2024 0.100
52W High: 2/9/2024 0.620
52W Low: 7/2/2024 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:   -