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

Frankfurt Zert./BNP
2024-06-07  4:21:10 PM Chg.+0.006 Bid5:19:06 PM Ask5:19:06 PM Underlying Strike price Expiration date Option type
0.035EUR +20.69% -
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: 134.27
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.01
Implied volatility: 0.08
Historic volatility: 0.22
Parity: 0.01
Time value: 0.07
Break-even: 11,082.00
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 95.24%
Delta: 0.56
Theta: -3.25
Omega: 75.08
Rho: 2.16
 

Quote data

Open: 0.020
High: 0.036
Low: 0.013
Previous Close: 0.029
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+169.23%
1 Month
  -48.53%
3 Months
  -94.17%
YTD
  -85.42%
1 Year
  -96.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.035 0.004
1M High / 1M Low: 0.150 0.004
6M High / 6M Low: 0.790 0.004
High (YTD): 2024-02-08 0.790
Low (YTD): 2024-06-04 0.004
52W High: 2023-06-13 1.280
52W Low: 2024-06-04 0.004
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   0.336
Avg. volume 6M:   0.000
Avg. price 1Y:   0.498
Avg. volume 1Y:   0.000
Volatility 1M:   1,002.03%
Volatility 6M:   602.88%
Volatility 1Y:   435.62%
Volatility 3Y:   -