BNP Paribas Call 12000 LDSVF 20.09.2024
/ DE000PZ085R8
BNP Paribas Call 12000 LDSVF 20.0.../ DE000PZ085R8 /
| 8/30/2024 4:21:19 PM |
Chg.+0.003 |
Bid5:18:28 PM |
Ask5:18:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.007EUR |
+75.00% |
-
Bid Size: - |
-
Ask Size: - |
Lindt & Sprungli AG |
12,000.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
257.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.23 |
| Parity: |
-0.14 |
| Time value: |
0.05 |
| Break-even: |
12,046.00 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.04 |
| Spread %: |
666.67% |
| Delta: |
0.31 |
| Theta: |
-2.41 |
| Omega: |
80.45 |
| Rho: |
2.00 |
Quote data
| Open: |
0.002 |
| High: |
0.010 |
| Low: |
0.002 |
| Previous Close: |
0.004 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.25% |
| 1 Month |
|
|
-84.44% |
| 3 Months |
|
|
-88.33% |
| YTD |
|
|
-95.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.010 |
0.004 |
| 1M High / 1M Low: |
0.090 |
0.004 |
| 6M High / 6M Low: |
0.350 |
0.004 |
| High (YTD): |
2/8/2024 |
0.470 |
| Low (YTD): |
8/29/2024 |
0.004 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.094 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
575.18% |
| Volatility 6M: |
|
606.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
