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BNP Paribas Call 11000 LDSVF 21.0.../  DE000PC05AG5  /

Frankfurt Zert./BNP
2024-05-28  4:21:05 PM Chg.+0.015 Bid5:17:50 PM Ask5:17:50 PM Underlying Strike price Expiration date Option type
0.069EUR +27.78% -
Bid Size: -		 -
Ask Size: -		 Lindt & Sprungli AG 11,000.00 - 2024-06-21 Call
 

Master data

WKN: PC05AG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Call
Strike price: 11,000.00 -
Maturity: 2024-06-21
Issue date: 2023-04-14
Last trading day: 2024-06-20
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 137.53
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.22
Parity: -0.41
Time value: 0.08
Break-even: 11,077.00
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 0.98
Spread abs.: 0.02
Spread %: 35.09%
Delta: 0.25
Theta: -3.79
Omega: 34.17
Rho: 1.68
 

Quote data

Open: 0.100
High: 0.100
Low: 0.066
Previous Close: 0.054
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -42.50%
1 Month
  -31.00%
3 Months
  -80.29%
YTD
  -71.25%
1 Year
  -93.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.054
1M High / 1M Low: 0.230 0.054
6M High / 6M Low: 0.790 0.054
High (YTD): 2024-02-08 0.790
Low (YTD): 2024-05-27 0.054
52W High: 2023-06-13 1.280
52W Low: 2024-05-27 0.054
Avg. price 1W:   0.101
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.377
Avg. volume 6M:   0.000
Avg. price 1Y:   0.532
Avg. volume 1Y:   0.000
Volatility 1M:   946.90%
Volatility 6M:   465.49%
Volatility 1Y:   341.02%
Volatility 3Y:   -