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

EUWAX
27/06/2024  10:05:51 Chg.-0.080 Bid12:07:59 Ask12:07:59 Underlying Strike price Expiration date Option type
0.110EUR -42.11% 0.110
Bid Size: 25,200		 0.130
Ask Size: 25,200		 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: 77.36
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.22
Parity: -1.17
Time value: 0.14
Break-even: 12,140.00
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 16.67%
Delta: 0.22
Theta: -1.20
Omega: 17.36
Rho: 11.04
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.62%
1 Month
  -52.17%
3 Months
  -54.17%
YTD
  -54.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.190
1M High / 1M Low: 0.240 0.140
6M High / 6M Low: 0.620 0.140
High (YTD): 09/02/2024 0.620
Low (YTD): 11/06/2024 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.194
Avg. volume 1M:   0.000
Avg. price 6M:   0.307
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   235.81%
Volatility 6M:   229.54%
Volatility 1Y:   -
Volatility 3Y:   -