BNP Paribas Call 22 LXS 20.06.2025
/ DE000PG2NSU3
BNP Paribas Call 22 LXS 20.06.202.../ DE000PG2NSU3 /
| 11/14/2024 10:20:42 AM |
Chg.-0.010 |
Bid10:26:06 AM |
Ask10:26:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-3.13% |
0.320
Bid Size: 72,000 |
0.340
Ask Size: 72,000 |
LANXESS AG |
22.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
PG2NSU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
6/14/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.37 |
| Parity: |
0.06 |
| Time value: |
0.28 |
| Break-even: |
25.40 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
4.10 |
| Rho: |
0.06 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.310 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.55% |
| 1 Month |
|
|
-61.73% |
| 3 Months |
|
|
-22.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.320 |
| 1M High / 1M Low: |
0.890 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.665 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
