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

EUWAX
02/09/2024  10:03:50 Chg.+0.030 Bid11:11:20 Ask11:11:20 Underlying Strike price Expiration date Option type
0.270EUR +12.50% 0.250
Bid Size: 20,700		 0.270
Ask Size: 20,700		 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: 39.50
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.23
Parity: -0.15
Time value: 0.30
Break-even: 12,300.00
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 7.14%
Delta: 0.50
Theta: -1.98
Omega: 19.83
Rho: 16.87
 

Quote data

Open: 0.260
High: 0.270
Low: 0.260
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+17.39%
3 Months  
+50.00%
YTD  
+12.50%
1 Year
  -55.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.210
1M High / 1M Low: 0.330 0.210
6M High / 6M Low: 0.500 0.100
High (YTD): 09/02/2024 0.620
Low (YTD): 02/07/2024 0.100
52W High: 09/02/2024 0.620
52W Low: 02/07/2024 0.100
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.255
Avg. volume 1M:   0.000
Avg. price 6M:   0.233
Avg. volume 6M:   0.000
Avg. price 1Y:   0.323
Avg. volume 1Y:   0.000
Volatility 1M:   225.46%
Volatility 6M:   258.70%
Volatility 1Y:   220.52%
Volatility 3Y:   -