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BNP Paribas Call 10000 LDSVF 21.0.../  DE000PC05AF7  /

Frankfurt Zert./BNP
2024-05-29  4:21:23 PM Chg.-0.160 Bid5:16:54 PM Ask5:16:54 PM Underlying Strike price Expiration date Option type
0.530EUR -23.19% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 10,000.00 - 2024-06-21 Call
 

Master data

WKN: PC05AF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Call
Strike price: 10,000.00 -
Maturity: 2024-06-21
Issue date: 2023-04-14
Last trading day: 2024-06-20
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 14.82
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.67
Implied volatility: 0.21
Historic volatility: 0.22
Parity: 0.67
Time value: 0.05
Break-even: 10,720.00
Moneyness: 1.07
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 5.88%
Delta: 0.90
Theta: -3.02
Omega: 13.39
Rho: 5.62
 

Quote data

Open: 0.670
High: 0.740
Low: 0.530
Previous Close: 0.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -31.17%
1 Month
  -38.37%
3 Months
  -51.38%
YTD
  -20.90%
1 Year
  -64.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.530
1M High / 1M Low: 0.860 0.530
6M High / 6M Low: 1.580 0.480
High (YTD): 2024-02-08 1.580
Low (YTD): 2024-04-29 0.480
52W High: 2023-06-13 1.950
52W Low: 2024-04-29 0.480
Avg. price 1W:   0.662
Avg. volume 1W:   0.000
Avg. price 1M:   0.703
Avg. volume 1M:   0.000
Avg. price 6M:   0.974
Avg. volume 6M:   0.000
Avg. price 1Y:   1.100
Avg. volume 1Y:   0.000
Volatility 1M:   201.14%
Volatility 6M:   216.80%
Volatility 1Y:   168.46%
Volatility 3Y:   -