BNP Paribas Call 10500 LDSVF 20.12.2024
/ DE000PC38639
BNP Paribas Call 10500 LDSVF 20.1.../ DE000PC38639 /
| 06/09/2024 09:51:21 |
Chg.0.000 |
Bid14:51:25 |
Ask14:51:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
0.00% |
0.990
Bid Size: 11,800 |
1.010
Ask Size: 11,800 |
Lindt & Sprungli AG |
10,500.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PC3863 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lindt & Sprungli AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10,500.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
1.20 |
| Time value: |
-0.20 |
| Break-even: |
11,500.00 |
| Moneyness: |
1.11 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.00% |
| 3 Months |
|
|
+25.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.990 |
| 1M High / 1M Low: |
1.160 |
0.910 |
| 6M High / 6M Low: |
1.300 |
0.580 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.999 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.859 |
| Avg. volume 6M: |
|
11.905 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.88% |
| Volatility 6M: |
|
147.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
