BNP Paribas Call 20 LXS 20.12.2024
/ DE000PZ085J5
BNP Paribas Call 20 LXS 20.12.202.../ DE000PZ085J5 /
| 2024-08-01 6:17:51 PM |
Chg.-0.040 |
Bid8:10:47 PM |
Ask8:10:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-7.55% |
0.480
Bid Size: 10,600 |
0.490
Ask Size: 10,600 |
LANXESS AG |
20.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PZ085J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.38 |
| Parity: |
0.42 |
| Time value: |
0.13 |
| Break-even: |
25.50 |
| Moneyness: |
1.21 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
3.48 |
| Rho: |
0.05 |
Quote data
| Open: |
0.500 |
| High: |
0.510 |
| Low: |
0.490 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.97% |
| 1 Month |
|
|
+6.52% |
| 3 Months |
|
|
-38.75% |
| YTD |
|
|
-52.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.530 |
| 1M High / 1M Low: |
0.690 |
0.400 |
| 6M High / 6M Low: |
0.960 |
0.380 |
| High (YTD): |
2024-01-02 |
1.010 |
| Low (YTD): |
2024-06-17 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.652 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.74% |
| Volatility 6M: |
|
134.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
