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

EUWAX
7/5/2024  10:00:55 AM Chg.-0.010 Bid1:16:29 PM Ask1:16:29 PM Underlying Strike price Expiration date Option type
0.400EUR -2.44% 0.410
Bid Size: 15,000		 0.430
Ask Size: 15,000		 Lindt & Sprungli AG 11,000.00 - 9/20/2024 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: 9/20/2024
Issue date: 9/26/2023
Last trading day: 9/19/2024
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: 0.400
Low: 0.400
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+25.00%
3 Months  
+11.11%
YTD  
+2.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.180
1M High / 1M Low: 0.440 0.180
6M High / 6M Low: 0.990 0.180
High (YTD): 2/9/2024 0.990
Low (YTD): 7/2/2024 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.313
Avg. volume 1M:   0.000
Avg. price 6M:   0.510
Avg. volume 6M:   19.200
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   360.06%
Volatility 6M:   242.95%
Volatility 1Y:   -
Volatility 3Y:   -