BNP Paribas Call 11500 LDSVF 20.12.2024
/ DE000PC38647
BNP Paribas Call 11500 LDSVF 20.1.../ DE000PC38647 /
6/28/2024 4:21:24 PM |
Chg.+0.020 |
Bid4:51:06 PM |
Ask4:51:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
+9.09% |
- Bid Size: - |
- Ask Size: - |
Lindt & Sprungli AG |
11,500.00 - |
12/20/2024 |
Call |
Master data
WKN: |
PC3864 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lindt & Sprungli AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11,500.00 - |
Maturity: |
12/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
41.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.15 |
Historic volatility: |
0.22 |
Parity: |
-0.65 |
Time value: |
0.26 |
Break-even: |
11,760.00 |
Moneyness: |
0.94 |
Premium: |
0.08 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.02 |
Spread %: |
8.33% |
Delta: |
0.36 |
Theta: |
-1.56 |
Omega: |
15.18 |
Rho: |
17.57 |
Quote data
Open: |
0.210 |
High: |
0.240 |
Low: |
0.210 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-36.84% |
1 Month |
|
|
-20.00% |
3 Months |
|
|
-44.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.220 |
1M High / 1M Low: |
0.420 |
0.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.288 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.309 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
222.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |