BNP Paribas Call 9500 LDSVF 21.06.2024
/ DE000PN7BGW9
BNP Paribas Call 9500 LDSVF 21.06.../ DE000PN7BGW9 /
| 5/24/2024 4:21:20 PM |
Chg.-0.070 |
Bid5:19:54 PM |
Ask5:19:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.180EUR |
-5.60% |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
9,500.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PN7BGW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lindt & Sprungli AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9,500.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
1.18 |
| Time value: |
0.07 |
| Break-even: |
10,750.00 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
3.31% |
| Delta: |
0.91 |
| Theta: |
-3.88 |
| Omega: |
7.77 |
| Rho: |
6.26 |
Quote data
| Open: |
1.150 |
| High: |
1.190 |
| Low: |
1.140 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.72% |
| 1 Month |
|
|
+20.41% |
| 3 Months |
|
|
-23.38% |
| YTD |
|
|
+16.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
1.180 |
| 1M High / 1M Low: |
1.340 |
0.870 |
| 6M High / 6M Low: |
2.060 |
0.870 |
| High (YTD): |
2/8/2024 |
2.060 |
| Low (YTD): |
4/29/2024 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.263 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.420 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.59% |
| Volatility 6M: |
|
157.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
