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BNP Paribas Call 12000 LDSVF 20.1.../  DE000PN7C594  /

Frankfurt Zert./BNP
2024-06-27  10:21:02 AM Chg.-0.020 Bid10:22:25 AM Ask10:22:25 AM Underlying Strike price Expiration date Option type
0.100EUR -16.67% 0.110
Bid Size: 24,500		 0.130
Ask Size: 24,500		 Lindt & Sprungli AG 12,000.00 - 2024-12-20 Call
 

Master data

WKN: PN7C59
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Call
Strike price: 12,000.00 -
Maturity: 2024-12-20
Issue date: 2023-08-16
Last trading day: 2024-12-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 77.36
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.22
Parity: -1.17
Time value: 0.14
Break-even: 12,140.00
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 16.67%
Delta: 0.22
Theta: -1.20
Omega: 17.36
Rho: 11.04
 

Quote data

Open: 0.120
High: 0.120
Low: 0.100
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -47.37%
3 Months
  -58.33%
YTD
  -56.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.120
1M High / 1M Low: 0.250 0.120
6M High / 6M Low: 0.620 0.120
High (YTD): 2024-02-08 0.620
Low (YTD): 2024-06-26 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   0.302
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.29%
Volatility 6M:   272.39%
Volatility 1Y:   -
Volatility 3Y:   -