BNP Paribas Call 11000 LDSVF 20.0.../  DE000PN8TM68  /

EUWAX
26/07/2024  10:12:05 Chg.-0.010 Bid15:08:52 Ask15:08:52 Underlying Strike price Expiration date Option type
0.300EUR -3.23% 0.290
Bid Size: 12,900
0.310
Ask Size: 12,900
Lindt & Sprungli AG 11,000.00 - 20/09/2024 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: 20/09/2024
Issue date: 26/09/2023
Last trading day: 19/09/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 29.23
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.40
Implied volatility: -
Historic volatility: 0.22
Parity: 0.40
Time value: -0.01
Break-even: 11,390.00
Moneyness: 1.04
Premium: 0.00
Premium p.a.: -0.01
Spread abs.: 0.02
Spread %: 5.41%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -14.29%
3 Months
  -9.09%
YTD
  -23.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.270
1M High / 1M Low: 0.420 0.180
6M High / 6M Low: 0.990 0.180
High (YTD): 09/02/2024 0.990
Low (YTD): 02/07/2024 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.300
Avg. volume 1M:   0.000
Avg. price 6M:   0.480
Avg. volume 6M:   19.200
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   394.83%
Volatility 6M:   240.17%
Volatility 1Y:   -
Volatility 3Y:   -