BNP Paribas Call 10000 LDSVF 20.12.2024
/ DE000PN7C578
BNP Paribas Call 10000 LDSVF 20.1.../ DE000PN7C578 /
06/09/2024 12:21:26 |
Chg.-0.030 |
Bid06/09/2024 |
Ask06/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.360EUR |
-2.16% |
1.360 Bid Size: 10,300 |
1.400 Ask Size: 10,300 |
Lindt & Sprungli AG |
10,000.00 - |
20/12/2024 |
Call |
Master data
WKN: |
PN7C57 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lindt & Sprungli AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10,000.00 - |
Maturity: |
20/12/2024 |
Issue date: |
16/08/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.86 |
Intrinsic value: |
1.70 |
Implied volatility: |
- |
Historic volatility: |
0.23 |
Parity: |
1.70 |
Time value: |
-0.30 |
Break-even: |
11,400.00 |
Moneyness: |
1.17 |
Premium: |
-0.03 |
Premium p.a.: |
-0.09 |
Spread abs.: |
0.04 |
Spread %: |
2.94% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.340 |
High: |
1.390 |
Low: |
1.340 |
Previous Close: |
1.390 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.85% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+22.52% |
YTD |
|
|
+43.16% |
1 Year |
|
|
0.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.610 |
1.390 |
1M High / 1M Low: |
1.610 |
1.240 |
6M High / 6M Low: |
1.660 |
0.870 |
High (YTD): |
08/02/2024 |
1.830 |
Low (YTD): |
02/07/2024 |
0.870 |
52W High: |
08/02/2024 |
1.830 |
52W Low: |
06/10/2023 |
0.750 |
Avg. price 1W: |
|
1.498 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.374 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.176 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.241 |
Avg. volume 1Y: |
|
41.313 |
Volatility 1M: |
|
97.71% |
Volatility 6M: |
|
130.09% |
Volatility 1Y: |
|
125.91% |
Volatility 3Y: |
|
- |