OverviewChartNewsTraderScreen

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

Frankfurt Zert./BNP
2024-07-31  4:21:08 PM Chg.0.000 Bid5:13:00 PM Ask5:13:00 PM Underlying Strike price Expiration date Option type
0.160EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 11,500.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 63.67
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.22
Parity: -0.04
Time value: 0.18
Break-even: 11,680.00
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 12.50%
Delta: 0.52
Theta: -2.25
Omega: 33.36
Rho: 8.14
 

Quote data

Open: 0.170
High: 0.180
Low: 0.160
Previous Close: 0.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+60.00%
3 Months
  -50.00%
YTD
  -33.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.080
1M High / 1M Low: 0.210 0.067
6M High / 6M Low: 0.700 0.067
High (YTD): 2024-02-08 0.700
Low (YTD): 2024-07-02 0.067
52W High: - -
52W Low: - -
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   0.273
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   701.88%
Volatility 6M:   383.77%
Volatility 1Y:   -
Volatility 3Y:   -