BNP Paribas Call 12000 LISP 21.03.2025
/ DE000PC9RJT4
BNP Paribas Call 12000 LISP 21.03.../ DE000PC9RJT4 /
| 26/07/2024 16:21:09 |
Chg.-0.040 |
Bid17:14:15 |
Ask17:14:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-9.76% |
-
Bid Size: - |
-
Ask Size: - |
LINDT PS |
12,000.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
PC9RJT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LINDT PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12,000.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.22 |
| Parity: |
-1.14 |
| Time value: |
0.41 |
| Break-even: |
12,918.77 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
5.13% |
| Delta: |
0.36 |
| Theta: |
-1.81 |
| Omega: |
9.92 |
| Rho: |
23.76 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.330 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.71% |
| 1 Month |
|
|
+54.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.330 |
| 1M High / 1M Low: |
0.410 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.337 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
