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

Frankfurt Zert./BNP
10/4/2024  4:21:06 PM Chg.-0.013 Bid4:47:12 PM Ask4:47:12 PM Underlying Strike price Expiration date Option type
0.077EUR -14.44% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 12,000.00 - 12/20/2024 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: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 103.27
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.23
Parity: -0.64
Time value: 0.11
Break-even: 12,110.00
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 22.22%
Delta: 0.25
Theta: -1.84
Omega: 25.72
Rho: 5.66
 

Quote data

Open: 0.080
High: 0.080
Low: 0.071
Previous Close: 0.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -45.00%
1 Month
  -66.52%
3 Months
  -66.52%
YTD
  -66.52%
1 Year
  -66.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.077
1M High / 1M Low: 0.240 0.077
6M High / 6M Low: 0.370 0.077
High (YTD): 2/8/2024 0.620
Low (YTD): 10/4/2024 0.077
52W High: 2/8/2024 0.620
52W Low: 10/4/2024 0.077
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   0.203
Avg. volume 6M:   0.000
Avg. price 1Y:   0.296
Avg. volume 1Y:   0.000
Volatility 1M:   276.22%
Volatility 6M:   295.75%
Volatility 1Y:   258.78%
Volatility 3Y:   -