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

EUWAX
02/09/2024  09:28:50 Chg.+0.002 Bid15:45:14 Ask15:45:14 Underlying Strike price Expiration date Option type
0.003EUR +200.00% 0.017
Bid Size: 24,600		 0.057
Ask Size: 24,600		 Lindt & Sprungli AG 12,000.00 - 20/09/2024 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: 20/09/2024
Issue date: 10/11/2023
Last trading day: 19/09/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 257.61
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 0.23
Parity: -0.15
Time value: 0.05
Break-even: 12,046.00
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.39
Spread abs.: 0.04
Spread %: 666.67%
Delta: 0.30
Theta: -2.69
Omega: 77.78
Rho: 1.74
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -81.25%
1 Month
  -92.31%
3 Months
  -95.31%
YTD
  -98.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.001
1M High / 1M Low: 0.080 0.001
6M High / 6M Low: 0.340 0.001
High (YTD): 09/02/2024 0.470
Low (YTD): 30/08/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   0.093
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   687.04%
Volatility 6M:   505.34%
Volatility 1Y:   -
Volatility 3Y:   -