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

Frankfurt Zert./BNP
7/30/2024  4:21:10 PM Chg.+0.040 Bid7/30/2024 Ask7/30/2024 Underlying Strike price Expiration date Option type
0.160EUR +33.33% 0.160
Bid Size: 13,200		 0.180
Ask Size: 13,200		 Lindt & Sprungli AG 11,500.00 - 9/20/2024 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: 9/20/2024
Issue date: 9/26/2023
Last trading day: 9/19/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 75.67
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.22
Parity: -0.15
Time value: 0.15
Break-even: 11,650.00
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 15.38%
Delta: 0.43
Theta: -2.29
Omega: 32.80
Rho: 6.80
 

Quote data

Open: 0.140
High: 0.160
Low: 0.130
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.29%
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): 2/8/2024 0.700
Low (YTD): 7/2/2024 0.067
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.277
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   714.98%
Volatility 6M:   381.28%
Volatility 1Y:   -
Volatility 3Y:   -