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

EUWAX
2024-05-29  10:11:20 AM Chg.- Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.670EUR - -
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: 0.670
Low: 0.670
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.10%
1 Month  
+15.52%
3 Months
  -38.53%
YTD
  -1.47%
1 Year
  -58.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.670
1M High / 1M Low: 0.840 0.530
6M High / 6M Low: 1.630 0.510
High (YTD): 2024-02-09 1.630
Low (YTD): 2024-04-29 0.510
52W High: 2023-06-14 2.010
52W Low: 2023-10-09 0.500
Avg. price 1W:   0.718
Avg. volume 1W:   0.000
Avg. price 1M:   0.715
Avg. volume 1M:   0.000
Avg. price 6M:   0.984
Avg. volume 6M:   0.000
Avg. price 1Y:   1.109
Avg. volume 1Y:   2.460
Volatility 1M:   248.96%
Volatility 6M:   186.27%
Volatility 1Y:   152.37%
Volatility 3Y:   -