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

EUWAX
2024-06-07  10:15:43 AM Chg.-0.012 Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
0.014EUR -46.15% -
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: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.026
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.67%
1 Month
  -88.33%
3 Months
  -97.59%
YTD
  -94.17%
1 Year
  -98.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.029 0.006
1M High / 1M Low: 0.170 0.006
6M High / 6M Low: 0.820 0.006
High (YTD): 2024-02-09 0.820
Low (YTD): 2024-06-04 0.006
52W High: 2023-06-14 1.320
52W Low: 2024-06-04 0.006
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.340
Avg. volume 6M:   0.000
Avg. price 1Y:   0.503
Avg. volume 1Y:   0.000
Volatility 1M:   870.31%
Volatility 6M:   467.11%
Volatility 1Y:   345.28%
Volatility 3Y:   -