BNP Paribas Call 11500 LDSVF 20.12.2024
/ DE000PC38647
BNP Paribas Call 11500 LDSVF 20.1.../ DE000PC38647 /
| 2024-06-27 1:21:27 PM |
Chg.-0.010 |
Bid2:01:00 PM |
Ask2:01:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-4.55% |
0.210
Bid Size: 19,400 |
0.230
Ask Size: 19,400 |
Lindt & Sprungli AG |
11,500.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
43.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.22 |
| Parity: |
-0.67 |
| Time value: |
0.25 |
| Break-even: |
11,750.00 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
8.70% |
| Delta: |
0.36 |
| Theta: |
-1.52 |
| Omega: |
15.42 |
| Rho: |
17.38 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.200 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.24% |
| 1 Month |
|
|
-34.38% |
| 3 Months |
|
|
-46.15% |
| 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: |
|
0.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.317 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
