BNP Paribas Call 11500 LDSVF 20.09.2024
/ DE000PN8TM50
BNP Paribas Call 11500 LDSVF 20.0.../ DE000PN8TM50 /
| 2024-07-26 10:12:05 AM |
Chg.-0.010 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-8.33% |
-
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: |
71.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.22 |
| Parity: |
-0.13 |
| Time value: |
0.16 |
| Break-even: |
11,660.00 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
14.29% |
| Delta: |
0.45 |
| Theta: |
-2.22 |
| Omega: |
32.16 |
| Rho: |
7.51 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
-42.11% |
| YTD |
|
|
-56.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.100 |
| 1M High / 1M Low: |
0.210 |
0.067 |
| 6M High / 6M Low: |
0.700 |
0.067 |
| High (YTD): |
2024-02-09 |
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: |
|
0.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.283 |
| Avg. volume 6M: |
|
9.600 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
515.94% |
| Volatility 6M: |
|
314.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
