BNP Paribas Call 480 LIN 20.12.20.../  DE000PN5LZN1  /

EUWAX
11/8/2024  9:47:33 AM Chg.+0.040 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.450EUR +9.76% -
Bid Size: -
-
Ask Size: -
LINDE PLC EO ... 480.00 - 12/20/2024 Call
 

Master data

WKN: PN5LZN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LINDE PLC EO -,001
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 12/20/2024
Issue date: 7/3/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 133.97
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.14
Parity: -5.13
Time value: 0.32
Break-even: 483.20
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 1.90
Spread abs.: 0.02
Spread %: 6.67%
Delta: 0.15
Theta: -0.13
Omega: 20.05
Rho: 0.07
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -60.87%
3 Months
  -55.00%
YTD
  -55.45%
1 Year
  -57.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.380
1M High / 1M Low: 1.740 0.380
6M High / 6M Low: 1.740 0.380
High (YTD): 3/14/2024 2.480
Low (YTD): 11/6/2024 0.380
52W High: 3/14/2024 2.480
52W Low: 11/6/2024 0.380
Avg. price 1W:   0.412
Avg. volume 1W:   0.000
Avg. price 1M:   1.114
Avg. volume 1M:   0.000
Avg. price 6M:   1.067
Avg. volume 6M:   0.000
Avg. price 1Y:   1.203
Avg. volume 1Y:   0.000
Volatility 1M:   222.18%
Volatility 6M:   185.70%
Volatility 1Y:   171.41%
Volatility 3Y:   -