BNP Paribas Call 11000 LDSVF 20.09.2024
/ DE000PN8TM68
BNP Paribas Call 11000 LDSVF 20.0.../ DE000PN8TM68 /
| 2024-07-05 3:21:23 PM |
Chg.0.000 |
Bid5:19:44 PM |
Ask5:19:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
11,000.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PN8TM6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lindt & Sprungli AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11,000.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.22 |
| Parity: |
0.15 |
| Time value: |
0.29 |
| Break-even: |
11,440.00 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
0.63 |
| Theta: |
-2.57 |
| Omega: |
16.02 |
| Rho: |
13.94 |
Quote data
| Open: |
0.400 |
| High: |
0.430 |
| Low: |
0.370 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+86.96% |
| 1 Month |
|
|
+22.86% |
| 3 Months |
|
|
+19.44% |
| YTD |
|
|
+16.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.180 |
| 1M High / 1M Low: |
0.460 |
0.180 |
| 6M High / 6M Low: |
0.980 |
0.180 |
| High (YTD): |
2024-02-08 |
0.980 |
| Low (YTD): |
2024-07-02 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.320 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.508 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
395.38% |
| Volatility 6M: |
|
279.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
