OverviewChartNewsTraderScreen

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

Frankfurt Zert./BNP
2024-07-05  4:21:09 PM Chg.-0.010 Bid2024-07-05 Ask2024-07-05 Underlying Strike price Expiration date Option type
0.230EUR -4.17% 0.230
Bid Size: 18,900		 0.250
Ask Size: 18,900		 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: 44.60
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.22
Parity: -0.85
Time value: 0.25
Break-even: 12,250.00
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 8.70%
Delta: 0.33
Theta: -1.67
Omega: 14.52
Rho: 15.56
 

Quote data

Open: 0.230
High: 0.240
Low: 0.210
Previous Close: 0.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+76.92%
1 Month  
+27.78%
3 Months  
+9.52%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.110
1M High / 1M Low: 0.250 0.110
6M High / 6M Low: 0.620 0.110
High (YTD): 2024-02-08 0.620
Low (YTD): 2024-07-02 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.298
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   387.95%
Volatility 6M:   296.76%
Volatility 1Y:   -
Volatility 3Y:   -