BNP Paribas Call 10500 LDSVF 20.09.2024
/ DE000PN8TM76
BNP Paribas Call 10500 LDSVF 20.0.../ DE000PN8TM76 /
03/09/2024 09:51:56 |
Chg.-0.060 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.820EUR |
-6.82% |
- Bid Size: - |
- Ask Size: - |
Lindt & Sprungli AG |
10,500.00 - |
20/09/2024 |
Call |
Master data
WKN: |
PN8TM7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lindt & Sprungli AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10,500.00 - |
Maturity: |
20/09/2024 |
Issue date: |
26/09/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.42 |
Intrinsic value: |
1.40 |
Implied volatility: |
- |
Historic volatility: |
0.23 |
Parity: |
1.40 |
Time value: |
-0.46 |
Break-even: |
11,440.00 |
Moneyness: |
1.13 |
Premium: |
-0.04 |
Premium p.a.: |
-0.57 |
Spread abs.: |
0.08 |
Spread %: |
9.30% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.820 |
High: |
0.820 |
Low: |
0.820 |
Previous Close: |
0.880 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+36.67% |
1 Month |
|
|
+22.39% |
3 Months |
|
|
+43.86% |
YTD |
|
|
+41.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.600 |
1M High / 1M Low: |
0.920 |
0.600 |
6M High / 6M Low: |
1.160 |
0.390 |
High (YTD): |
09/02/2024 |
1.330 |
Low (YTD): |
02/07/2024 |
0.390 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.678 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.710 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.660 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
177.75% |
Volatility 6M: |
|
199.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |