BNP Paribas Call 20 LXS 20.12.2024
/ DE000PZ085J5
BNP Paribas Call 20 LXS 20.12.202.../ DE000PZ085J5 /
06/09/2024 18:18:47 |
Chg.-0.070 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
-12.07% |
- Bid Size: - |
- Ask Size: - |
LANXESS AG |
20.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
PZ085J |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LANXESS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
10/11/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.42 |
Implied volatility: |
0.54 |
Historic volatility: |
0.39 |
Parity: |
0.42 |
Time value: |
0.11 |
Break-even: |
25.30 |
Moneyness: |
1.21 |
Premium: |
0.05 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.02 |
Spread %: |
3.92% |
Delta: |
0.80 |
Theta: |
-0.01 |
Omega: |
3.64 |
Rho: |
0.04 |
Quote data
Open: |
0.540 |
High: |
0.550 |
Low: |
0.510 |
Previous Close: |
0.580 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.39% |
1 Month |
|
|
+50.00% |
3 Months |
|
|
+2.00% |
YTD |
|
|
-50.96% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.510 |
1M High / 1M Low: |
0.630 |
0.340 |
6M High / 6M Low: |
0.960 |
0.340 |
High (YTD): |
02/01/2024 |
1.010 |
Low (YTD): |
08/08/2024 |
0.340 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.546 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.520 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.615 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.89% |
Volatility 6M: |
|
144.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |