BNP Paribas Call 10500 LDSVF 20.09.2024
/ DE000PN8TM76
BNP Paribas Call 10500 LDSVF 20.0.../ DE000PN8TM76 /
7/29/2024 10:21:20 AM |
Chg.+0.060 |
Bid10:45:37 AM |
Ask10:45:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+9.38% |
0.700 Bid Size: 11,800 |
0.720 Ask Size: 11,800 |
Lindt & Sprungli AG |
10,500.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
9/26/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.75 |
Implied volatility: |
- |
Historic volatility: |
0.22 |
Parity: |
0.75 |
Time value: |
-0.05 |
Break-even: |
11,200.00 |
Moneyness: |
1.07 |
Premium: |
0.00 |
Premium p.a.: |
-0.03 |
Spread abs.: |
0.02 |
Spread %: |
2.94% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.670 |
High: |
0.700 |
Low: |
0.670 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.41% |
1 Month |
|
|
+52.17% |
3 Months |
|
|
+45.83% |
YTD |
|
|
+22.81% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.520 |
1M High / 1M Low: |
0.750 |
0.390 |
6M High / 6M Low: |
1.330 |
0.390 |
High (YTD): |
2/8/2024 |
1.330 |
Low (YTD): |
7/2/2024 |
0.390 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.646 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.607 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.739 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
315.62% |
Volatility 6M: |
|
200.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |