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

Frankfurt Zert./BNP
05/09/2024  16:21:07 Chg.-0.020 Bid17:08:50 Ask17:08:50 Underlying Strike price Expiration date Option type
0.230EUR -8.00% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 12,000.00 - 20/12/2024 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: 20/12/2024
Issue date: 16/08/2023
Last trading day: 19/12/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 43.63
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.23
Parity: -0.22
Time value: 0.27
Break-even: 12,270.00
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 8.00%
Delta: 0.46
Theta: -1.99
Omega: 20.27
Rho: 15.12
 

Quote data

Open: 0.250
High: 0.260
Low: 0.230
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.00%
1 Month  
+4.55%
3 Months  
+27.78%
YTD     0.00%
1 Year
  -54.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.200
1M High / 1M Low: 0.370 0.200
6M High / 6M Low: 0.490 0.110
High (YTD): 08/02/2024 0.620
Low (YTD): 02/07/2024 0.110
52W High: 08/02/2024 0.620
52W Low: 02/07/2024 0.110
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.257
Avg. volume 1M:   0.000
Avg. price 6M:   0.232
Avg. volume 6M:   0.000
Avg. price 1Y:   0.319
Avg. volume 1Y:   0.000
Volatility 1M:   227.05%
Volatility 6M:   284.43%
Volatility 1Y:   248.56%
Volatility 3Y:   -