BNP Paribas Call 11000 LDSVF 20.12.2024
/ DE000PN7C586
BNP Paribas Call 11000 LDSVF 20.1.../ DE000PN7C586 /
| 2024-07-26 4:21:26 PM |
Chg.-0.060 |
Bid5:18:10 PM |
Ask5:18:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-10.34% |
-
Bid Size: - |
-
Ask Size: - |
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: |
19.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.22 |
| Parity: |
0.40 |
| Time value: |
0.19 |
| Break-even: |
11,590.00 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
0.88 |
| Theta: |
-1.28 |
| Omega: |
16.92 |
| Rho: |
37.83 |
Quote data
| Open: |
0.520 |
| High: |
0.540 |
| Low: |
0.460 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.12% |
| 1 Month |
|
|
+67.74% |
| 3 Months |
|
|
+20.93% |
| YTD |
|
|
+8.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.440 |
| 1M High / 1M Low: |
0.580 |
0.300 |
| 6M High / 6M Low: |
1.070 |
0.300 |
| High (YTD): |
2024-02-08 |
1.070 |
| Low (YTD): |
2024-07-02 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.580 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.13% |
| Volatility 6M: |
|
207.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
