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

Frankfurt Zert./BNP
7/30/2024  10:21:03 AM Chg.+0.020 Bid10:47:00 AM Ask10:47:00 AM Underlying Strike price Expiration date Option type
0.230EUR +9.52% 0.240
Bid Size: 21,000		 0.260
Ask Size: 21,000		 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: 49.35
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.22
Parity: -0.65
Time value: 0.23
Break-even: 12,230.00
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 9.52%
Delta: 0.34
Theta: -1.72
Omega: 16.97
Rho: 14.40
 

Quote data

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

Performance

1 Week  
+9.52%
1 Month  
+76.92%
3 Months
  -30.30%
YTD     0.00%
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): 2/8/2024 0.620
Low (YTD): 7/2/2024 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.208
Avg. volume 1W:   0.000
Avg. price 1M:   0.191
Avg. volume 1M:   0.000
Avg. price 6M:   0.276
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   421.63%
Volatility 6M:   273.57%
Volatility 1Y:   -
Volatility 3Y:   -