BNP Paribas Call 11500 LDSVF 20.12.2024
/ DE000PC38647
BNP Paribas Call 11500 LDSVF 20.1.../ DE000PC38647 /
| 6/28/2024 10:03:18 AM |
Chg.0.000 |
Bid6/28/2024 |
Ask6/28/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
0.00% |
0.210
Bid Size: 19,200 |
0.230
Ask Size: 19,200 |
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: |
45.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.22 |
| Parity: |
-0.70 |
| Time value: |
0.24 |
| Break-even: |
11,740.00 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
9.09% |
| Delta: |
0.35 |
| Theta: |
-1.50 |
| Omega: |
15.56 |
| Rho: |
16.76 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.67% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.210 |
| 1M High / 1M Low: |
0.390 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.320 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
