BNP Paribas Call 20 LXS 19.12.2025
/ DE000PG2NSW9
BNP Paribas Call 20 LXS 19.12.202.../ DE000PG2NSW9 /
| 14/11/2024 09:20:56 |
Chg.-0.010 |
Bid09:38:13 |
Ask09:38:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-1.89% |
0.520
Bid Size: 62,000 |
0.540
Ask Size: 62,000 |
LANXESS AG |
20.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
PG2NSW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
14/06/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.38 |
| Parity: |
0.26 |
| Time value: |
0.30 |
| Break-even: |
25.60 |
| Moneyness: |
1.13 |
| Premium: |
0.13 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
3.70% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
2.89 |
| Rho: |
0.12 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.520 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.39% |
| 1 Month |
|
|
-50.48% |
| 3 Months |
|
|
-11.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.530 |
| 1M High / 1M Low: |
1.130 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.895 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
