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

EUWAX
2024-06-27  10:05:39 AM Chg.-0.094 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.076EUR -55.29% -
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: 98.45
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.22
Parity: -0.67
Time value: 0.11
Break-even: 11,610.00
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 22.22%
Delta: 0.25
Theta: -1.70
Omega: 24.33
Rho: 5.97
 

Quote data

Open: 0.076
High: 0.076
Low: 0.076
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.29%
1 Month
  -63.81%
3 Months
  -69.60%
YTD
  -69.60%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.170
1M High / 1M Low: 0.230 0.130
6M High / 6M Low: 0.700 0.130
High (YTD): 2024-02-09 0.700
Low (YTD): 2024-06-13 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.168
Avg. volume 1M:   0.000
Avg. price 6M:   0.322
Avg. volume 6M:   19.355
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   283.28%
Volatility 6M:   258.16%
Volatility 1Y:   -
Volatility 3Y:   -