BNP Paribas Call 20 LXS 20.09.2024
/ DE000PZ085H9
BNP Paribas Call 20 LXS 20.09.202.../ DE000PZ085H9 /
| 8/1/2024 6:17:51 PM |
Chg.-0.050 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-10.87% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
20.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
PZ085H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.38 |
| Parity: |
0.42 |
| Time value: |
0.05 |
| Break-even: |
24.70 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
4.44% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
4.38 |
| Rho: |
0.02 |
Quote data
| Open: |
0.420 |
| High: |
0.440 |
| Low: |
0.400 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.79% |
| 1 Month |
|
|
+7.89% |
| 3 Months |
|
|
-44.59% |
| YTD |
|
|
-58.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.460 |
| 1M High / 1M Low: |
0.630 |
0.320 |
| 6M High / 6M Low: |
0.910 |
0.300 |
| High (YTD): |
1/2/2024 |
0.960 |
| Low (YTD): |
6/21/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.446 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.587 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.57% |
| Volatility 6M: |
|
169.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
