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

EUWAX
2024-07-26  9:49:56 AM Chg.+0.005 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.032EUR +18.52% -
Bid Size: -		 -
Ask Size: -		 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: 189.50
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.22
Parity: -0.63
Time value: 0.06
Break-even: 12,060.00
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.48
Spread abs.: 0.02
Spread %: 50.00%
Delta: 0.19
Theta: -1.67
Omega: 35.38
Rho: 3.11
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.027
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.91%
1 Month  
+45.45%
3 Months
  -68.00%
YTD
  -78.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.025
1M High / 1M Low: 0.080 0.017
6M High / 6M Low: 0.470 0.017
High (YTD): 2024-02-09 0.470
Low (YTD): 2024-07-02 0.017
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.157
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   780.90%
Volatility 6M:   436.57%
Volatility 1Y:   -
Volatility 3Y:   -