BNP Paribas Call 10500 LDSVF 20.09.2024
/ DE000PN8TM76
BNP Paribas Call 10500 LDSVF 20.0.../ DE000PN8TM76 /
| 28/06/2024 16:21:24 |
Chg.+0.030 |
Bid17:18:05 |
Ask17:18:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+6.98% |
-
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: |
22.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.22 |
| Parity: |
0.35 |
| Time value: |
0.13 |
| Break-even: |
10,980.00 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
0.83 |
| Theta: |
-1.57 |
| Omega: |
18.82 |
| Rho: |
19.46 |
Quote data
| Open: |
0.390 |
| High: |
0.460 |
| Low: |
0.390 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-11.54% |
| 3 Months |
|
|
-42.50% |
| YTD |
|
|
-19.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.420 |
| 1M High / 1M Low: |
0.780 |
0.420 |
| 6M High / 6M Low: |
1.330 |
0.420 |
| High (YTD): |
08/02/2024 |
1.330 |
| Low (YTD): |
26/06/2024 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.561 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.774 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.70% |
| Volatility 6M: |
|
204.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
