BNP Paribas Call 9500 LDSVF 20.12.2024
/ DE000PC7Z366
BNP Paribas Call 9500 LDSVF 20.12.../ DE000PC7Z366 /
05/09/2024 16:21:28 |
Chg.-0.080 |
Bid17:19:40 |
Ask17:19:40 |
Underlying |
Strike price |
Expiration date |
Option type |
1.860EUR |
-4.12% |
- Bid Size: - |
- Ask Size: - |
Lindt & Sprungli AG |
9,500.00 - |
20/12/2024 |
Call |
Master data
WKN: |
PC7Z36 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lindt & Sprungli AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9,500.00 - |
Maturity: |
20/12/2024 |
Issue date: |
09/04/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.40 |
Intrinsic value: |
2.28 |
Implied volatility: |
- |
Historic volatility: |
0.23 |
Parity: |
2.28 |
Time value: |
-0.33 |
Break-even: |
11,450.00 |
Moneyness: |
1.24 |
Premium: |
-0.03 |
Premium p.a.: |
-0.09 |
Spread abs.: |
0.04 |
Spread %: |
2.09% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.890 |
High: |
1.920 |
Low: |
1.830 |
Previous Close: |
1.940 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.14% |
1 Month |
|
|
+8.14% |
3 Months |
|
|
+33.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.090 |
1.720 |
1M High / 1M Low: |
2.090 |
1.660 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.942 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.805 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |