BNP Paribas Call 120 LRCX 20.12.2.../  DE000PC5FB48  /

EUWAX
2024-11-08  10:23:16 AM Chg.0.000 Bid3:50:26 PM Ask3:50:26 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 100,000
0.091
Ask Size: 100,000
Lam Research Corpora... 120.00 USD 2024-12-20 Call
 

Master data

WKN: PC5FB4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-12-20
Issue date: 2024-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 80.63
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.38
Parity: -3.78
Time value: 0.09
Break-even: 112.07
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 38.68
Spread abs.: 0.09
Spread %: 9,000.00%
Delta: 0.10
Theta: -0.05
Omega: 8.15
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -95.00%
3 Months
  -98.28%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.032 0.001
6M High / 6M Low: 0.980 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.260
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   909.19%
Volatility 6M:   583.74%
Volatility 1Y:   -
Volatility 3Y:   -