BNP Paribas Call 10000 LDSVF 20.12.2024
/ DE000PN7C578
BNP Paribas Call 10000 LDSVF 20.1.../ DE000PN7C578 /
| 7/12/2024 4:21:20 PM |
Chg.-0.120 |
Bid5:10:24 PM |
Ask5:10:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
-10.71% |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
10,000.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.22 |
| Parity: |
0.88 |
| Time value: |
0.16 |
| Break-even: |
11,040.00 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.96% |
| Delta: |
0.99 |
| Theta: |
-1.01 |
| Omega: |
10.31 |
| Rho: |
42.73 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
0.940 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.88% |
| 1 Month |
|
|
-2.91% |
| 3 Months |
|
|
+3.09% |
| YTD |
|
|
+5.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
1.120 |
| 1M High / 1M Low: |
1.300 |
0.870 |
| 6M High / 6M Low: |
1.830 |
0.870 |
| High (YTD): |
2/8/2024 |
1.830 |
| Low (YTD): |
7/2/2024 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.243 |
| Avg. volume 6M: |
|
2.480 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.48% |
| Volatility 6M: |
|
148.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
