BNP Paribas Call 11500 LISP 21.03.2025
/ DE000PC9RJU2
BNP Paribas Call 11500 LISP 21.03.../ DE000PC9RJU2 /
8/30/2024 4:21:10 PM |
Chg.+0.100 |
Bid5:18:28 PM |
Ask5:18:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
+16.95% |
- Bid Size: - |
- Ask Size: - |
LINDT PS |
11,500.00 CHF |
3/21/2025 |
Call |
Master data
WKN: |
PC9RJU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LINDT PS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11,500.00 CHF |
Maturity: |
3/21/2025 |
Issue date: |
5/14/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.75 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.23 |
Parity: |
-0.38 |
Time value: |
0.72 |
Break-even: |
12,963.14 |
Moneyness: |
0.97 |
Premium: |
0.09 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.02 |
Spread %: |
2.86% |
Delta: |
0.50 |
Theta: |
-2.46 |
Omega: |
8.31 |
Rho: |
29.13 |
Quote data
Open: |
0.600 |
High: |
0.710 |
Low: |
0.600 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+13.11% |
1 Month |
|
|
+11.29% |
3 Months |
|
|
+60.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.560 |
1M High / 1M Low: |
0.760 |
0.560 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.608 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.631 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
138.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |