BNP Paribas Call 12000 LDSVF 20.09.2024
/ DE000PZ085R8
BNP Paribas Call 12000 LDSVF 20.0.../ DE000PZ085R8 /
| 7/5/2024 9:37:43 AM |
Chg.0.000 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
0.00% |
-
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: |
111.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.22 |
| Parity: |
-0.85 |
| Time value: |
0.10 |
| Break-even: |
12,100.00 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.02 |
| Spread %: |
25.00% |
| Delta: |
0.21 |
| Theta: |
-1.85 |
| Omega: |
23.49 |
| Rho: |
4.74 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.080 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+263.64% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
-46.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.017 |
| 1M High / 1M Low: |
0.100 |
0.017 |
| 6M High / 6M Low: |
0.470 |
0.017 |
| High (YTD): |
2/9/2024 |
0.470 |
| Low (YTD): |
7/2/2024 |
0.017 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.060 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.182 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
712.51% |
| Volatility 6M: |
|
420.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
