BNP Paribas Call 22 LXS 20.06.2025
/ DE000PG2NSU3
BNP Paribas Call 22 LXS 20.06.202.../ DE000PG2NSU3 /
01/08/2024 17:13:08 |
Chg.-0.030 |
Bid17:13:18 |
Ask17:13:18 |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
-6.00% |
0.460 Bid Size: 62,000 |
0.470 Ask Size: 62,000 |
LANXESS AG |
22.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
PG2NSU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LANXESS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
14/06/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.41 |
Historic volatility: |
0.38 |
Parity: |
0.22 |
Time value: |
0.29 |
Break-even: |
27.10 |
Moneyness: |
1.10 |
Premium: |
0.12 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
2.00% |
Delta: |
0.70 |
Theta: |
-0.01 |
Omega: |
3.31 |
Rho: |
0.10 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.470 |
Previous Close: |
0.500 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.97% |
1 Month |
|
|
+4.44% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.500 |
1M High / 1M Low: |
0.660 |
0.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.538 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.511 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
247.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |