BNP Paribas Call 12000 LDSVF 20.12.2024
/ DE000PN7C594
BNP Paribas Call 12000 LDSVF 20.1.../ DE000PN7C594 /
26/07/2024 16:21:08 |
Chg.-0.030 |
Bid17:14:15 |
Ask17:14:15 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
-12.50% |
- 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: |
47.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.15 |
Historic volatility: |
0.22 |
Parity: |
-0.63 |
Time value: |
0.24 |
Break-even: |
12,240.00 |
Moneyness: |
0.95 |
Premium: |
0.08 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.02 |
Spread %: |
9.09% |
Delta: |
0.35 |
Theta: |
-1.72 |
Omega: |
16.71 |
Rho: |
15.09 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.180 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.00% |
1 Month |
|
|
+61.54% |
3 Months |
|
|
+5.00% |
YTD |
|
|
-8.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.170 |
1M High / 1M Low: |
0.240 |
0.110 |
6M High / 6M Low: |
0.620 |
0.110 |
High (YTD): |
08/02/2024 |
0.620 |
Low (YTD): |
02/07/2024 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.214 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.188 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.278 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
423.81% |
Volatility 6M: |
|
273.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |