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

EUWAX
06/09/2024  09:51:29 Chg.0.000 Bid16:07:20 Ask16:07:20 Underlying Strike price Expiration date Option type
0.230EUR 0.00% 0.220
Bid Size: 22,200		 0.240
Ask Size: 22,200		 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: 48.75
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.23
Parity: -0.30
Time value: 0.24
Break-even: 12,240.00
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 9.09%
Delta: 0.43
Theta: -1.95
Omega: 20.76
Rho: 13.64
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -11.54%
3 Months  
+9.52%
YTD
  -4.17%
1 Year
  -52.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.230
1M High / 1M Low: 0.320 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:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   0.233
Avg. volume 6M:   0.000
Avg. price 1Y:   0.320
Avg. volume 1Y:   0.000
Volatility 1M:   168.87%
Volatility 6M:   256.13%
Volatility 1Y:   221.08%
Volatility 3Y:   -