BNP Paribas Call 10500 LDSVF 20.0.../  DE000PN8TM76  /

Frankfurt Zert./BNP
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:   -