BNP Paribas Call 10500 LDSVF 21.06.2024
/ DE000PN7BGX7
BNP Paribas Call 10500 LDSVF 21.0.../ DE000PN7BGX7 /
2024-05-07 4:21:23 PM |
Chg.+0.020 |
Bid5:16:21 PM |
Ask5:16:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
+6.06% |
- Bid Size: - |
- Ask Size: - |
Lindt & Sprungli AG |
10,500.00 - |
2024-06-21 |
Call |
Master data
WKN: |
PN7BGX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lindt & Sprungli AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10,500.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-16 |
Last trading day: |
2024-06-20 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
32.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.18 |
Implied volatility: |
0.13 |
Historic volatility: |
0.21 |
Parity: |
0.18 |
Time value: |
0.15 |
Break-even: |
10,830.00 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
6.45% |
Delta: |
0.69 |
Theta: |
-2.67 |
Omega: |
22.33 |
Rho: |
8.68 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.330 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-31.37% |
1 Month |
|
|
+6.06% |
3 Months |
|
|
-69.57% |
YTD |
|
|
-14.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.330 |
1M High / 1M Low: |
0.510 |
0.220 |
6M High / 6M Low: |
1.160 |
0.220 |
High (YTD): |
2024-02-08 |
1.160 |
Low (YTD): |
2024-04-29 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.410 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.322 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.709 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
508.01% |
Volatility 6M: |
|
292.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |