BNP Paribas Call 22 LXS 19.12.2025
/ DE000PG2NSV1
BNP Paribas Call 22 LXS 19.12.202.../ DE000PG2NSV1 /
| 2024-06-28 2:16:14 PM |
Chg.+0.030 |
Bid2:20:11 PM |
Ask2:20:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+5.66% |
0.550
Bid Size: 64,500 |
0.560
Ask Size: 64,500 |
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: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.35 |
| Parity: |
0.07 |
| Time value: |
0.47 |
| Break-even: |
27.40 |
| Moneyness: |
1.03 |
| Premium: |
0.20 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
2.80 |
| Rho: |
0.14 |
Quote data
| Open: |
0.530 |
| High: |
0.560 |
| Low: |
0.530 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.480 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
