BNP Paribas Call 22 LXS 19.12.2025
/ DE000PG2NSV1
BNP Paribas Call 22 LXS 19.12.202.../ DE000PG2NSV1 /
| 2024-08-01 3:21:04 PM |
Chg.-0.010 |
Bid3:24:05 PM |
Ask3:24:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-1.69% |
0.570
Bid Size: 61,000 |
0.580
Ask Size: 61,000 |
LANXESS AG |
22.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
PG2NSV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-06-14 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.38 |
| Parity: |
0.22 |
| Time value: |
0.38 |
| Break-even: |
28.00 |
| Moneyness: |
1.10 |
| Premium: |
0.16 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
2.85 |
| Rho: |
0.15 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.560 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.71% |
| 1 Month |
|
|
+3.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.590 |
| 1M High / 1M Low: |
0.750 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.609 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
