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BNP Paribas Call 12000 LDSVF 21.0.../  DE000PC05AH3  /

EUWAX
2024-04-16  10:44:57 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.003EUR - -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 12,000.00 - 2024-06-21 Call
 

Master data

WKN: PC05AH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Call
Strike price: 12,000.00 -
Maturity: 2024-06-21
Issue date: 2023-04-14
Last trading day: 2024-04-17
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 394.44
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.22
Parity: -1.35
Time value: 0.03
Break-even: 12,027.00
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 1.95
Spread abs.: 0.02
Spread %: 285.71%
Delta: 0.08
Theta: -1.51
Omega: 29.58
Rho: 0.87
 

Quote data

Open: 0.004
High: 0.004
Low: 0.003
Previous Close: 0.004
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -75.00%
3 Months
  -98.97%
YTD
  -95.31%
1 Year
  -99.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.012 0.003
6M High / 6M Low: 0.340 0.003
High (YTD): 2024-02-09 0.290
Low (YTD): 2024-04-16 0.003
52W High: 2023-05-15 0.840
52W Low: 2024-04-16 0.003
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.149
Avg. volume 6M:   0.000
Avg. price 1Y:   0.281
Avg. volume 1Y:   4.681
Volatility 1M:   363.56%
Volatility 6M:   506.37%
Volatility 1Y:   366.20%
Volatility 3Y:   -