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BNP Paribas Call 12000 LDSVF 20.0.../  DE000PZ085R8  /

Frankfurt Zert./BNP
2024-07-30  2:21:31 PM Chg.+0.008 Bid3:02:07 PM Ask3:02:07 PM Underlying Strike price Expiration date Option type
0.038EUR +26.67% 0.041
Bid Size: 23,000		 0.061
Ask Size: 23,000		 Lindt & Sprungli AG 12,000.00 - 2024-09-20 Call
 

Master data

WKN: PZ085R
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Call
Strike price: 12,000.00 -
Maturity: 2024-09-20
Issue date: 2023-11-10
Last trading day: 2024-09-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 218.27
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.22
Parity: -0.65
Time value: 0.05
Break-even: 12,052.00
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.52
Spread abs.: 0.02
Spread %: 62.50%
Delta: 0.17
Theta: -1.61
Omega: 37.14
Rho: 2.68
 

Quote data

Open: 0.039
High: 0.042
Low: 0.033
Previous Close: 0.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.56%
1 Month  
+26.67%
3 Months
  -78.89%
YTD
  -72.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.018
1M High / 1M Low: 0.090 0.018
6M High / 6M Low: 0.470 0.018
High (YTD): 2024-02-08 0.470
Low (YTD): 2024-07-24 0.018
52W High: - -
52W Low: - -
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.153
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,145.51%
Volatility 6M:   560.80%
Volatility 1Y:   -
Volatility 3Y:   -