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BNP Paribas Call 10500 LDSVF 21.0.../  DE000PN7BGX7  /

Frankfurt Zert./BNP
2024-05-28  4:21:19 PM Chg.+0.050 Bid5:16:59 PM Ask5:16:59 PM Underlying Strike price Expiration date Option type
0.310EUR +19.23% -
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: 36.52
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.09
Implied volatility: 0.21
Historic volatility: 0.22
Parity: 0.09
Time value: 0.20
Break-even: 10,790.00
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 7.41%
Delta: 0.59
Theta: -5.25
Omega: 21.60
Rho: 3.93
 

Quote data

Open: 0.370
High: 0.370
Low: 0.300
Previous Close: 0.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -22.50%
1 Month  
+14.81%
3 Months
  -50.00%
YTD
  -24.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.260
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:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   0.000
Avg. price 6M:   0.642
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   548.54%
Volatility 6M:   307.02%
Volatility 1Y:   -
Volatility 3Y:   -