BNP Paribas Call 12000 LDSVF 20.09.2024
/ DE000PZ085R8
BNP Paribas Call 12000 LDSVF 20.0.../ DE000PZ085R8 /
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: |
|
- |