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

EUWAX
17/09/2024  09:45:41 Chg.+0.060 Bid13:00:40 Ask13:00:40 Underlying Strike price Expiration date Option type
0.220EUR +37.50% 0.180
Bid Size: 20,700		 0.200
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: 67.82
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.23
Parity: -0.47
Time value: 0.17
Break-even: 12,170.00
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 13.33%
Delta: 0.34
Theta: -1.88
Omega: 22.85
Rho: 9.57
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -8.33%
3 Months  
+4.76%
YTD
  -8.33%
1 Year
  -60.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.130
1M High / 1M Low: 0.300 0.130
6M High / 6M Low: 0.350 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:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.226
Avg. volume 1M:   0.000
Avg. price 6M:   0.219
Avg. volume 6M:   0.000
Avg. price 1Y:   0.310
Avg. volume 1Y:   0.000
Volatility 1M:   217.18%
Volatility 6M:   259.76%
Volatility 1Y:   225.12%
Volatility 3Y:   -