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BNP Paribas Call 11500 LDSVF 20.0.../  DE000PN8TM50  /

EUWAX
17/09/2024  09:50:03 Chg.-0.031 Bid12:24:42 Ask12:24:42 Underlying Strike price Expiration date Option type
0.008EUR -79.49% 0.001
Bid Size: 10,000		 0.041
Ask Size: 10,000		 Lindt & Sprungli AG 11,500.00 - 20/09/2024 Call
 

Master data

WKN: PN8TM5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Call
Strike price: 11,500.00 -
Maturity: 20/09/2024
Issue date: 26/09/2023
Last trading day: 19/09/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 221.73
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.03
Implied volatility: 0.08
Historic volatility: 0.23
Parity: 0.03
Time value: 0.02
Break-even: 11,552.00
Moneyness: 1.00
Premium: 0.00
Premium p.a.: 0.26
Spread abs.: 0.04
Spread %: 333.33%
Delta: 0.66
Theta: -5.73
Omega: 145.99
Rho: 0.62
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.039
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -83.67%
1 Month
  -93.33%
3 Months
  -95.79%
YTD
  -96.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.049 0.039
1M High / 1M Low: 0.150 0.039
6M High / 6M Low: 0.380 0.039
High (YTD): 09/02/2024 0.700
Low (YTD): 11/09/2024 0.039
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.172
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   546.44%
Volatility 6M:   383.49%
Volatility 1Y:   -
Volatility 3Y:   -