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BNP Paribas Call 11000 LDSVF 20.1.../  DE000PN7C586  /

EUWAX
2024-06-27  10:05:51 AM Chg.-0.170 Bid12:58:41 PM Ask12:58:41 PM Underlying Strike price Expiration date Option type
0.300EUR -36.17% 0.300
Bid Size: 16,900		 0.320
Ask Size: 16,900		 Lindt & Sprungli AG 11,000.00 - 2024-12-20 Call
 

Master data

WKN: PN7C58
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Call
Strike price: 11,000.00 -
Maturity: 2024-12-20
Issue date: 2023-08-16
Last trading day: 2024-12-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 30.94
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.22
Parity: -0.17
Time value: 0.35
Break-even: 11,350.00
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 6.06%
Delta: 0.53
Theta: -1.50
Omega: 16.27
Rho: 25.77
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.50%
1 Month
  -41.18%
3 Months
  -41.18%
YTD
  -40.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.470
1M High / 1M Low: 0.560 0.360
6M High / 6M Low: 1.070 0.360
High (YTD): 2024-02-09 1.070
Low (YTD): 2024-06-11 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.506
Avg. volume 1W:   0.000
Avg. price 1M:   0.453
Avg. volume 1M:   0.000
Avg. price 6M:   0.607
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.72%
Volatility 6M:   186.83%
Volatility 1Y:   -
Volatility 3Y:   -