BNP Paribas Call 22 LXS 20.09.2024
/ DE000PN8UPZ1
BNP Paribas Call 22 LXS 20.09.202.../ DE000PN8UPZ1 /
2024-09-06 9:20:23 PM |
Chg.-0.080 |
Bid9:39:14 PM |
Ask9:39:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-25.00% |
0.230 Bid Size: 10,000 |
0.270 Ask Size: 10,000 |
LANXESS AG |
22.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
PN8UPZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LANXESS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-26 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.76 |
Historic volatility: |
0.39 |
Parity: |
0.22 |
Time value: |
0.05 |
Break-even: |
24.70 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
0.82 |
Spread abs.: |
0.04 |
Spread %: |
17.39% |
Delta: |
0.77 |
Theta: |
-0.04 |
Omega: |
6.91 |
Rho: |
0.01 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.230 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-29.41% |
1 Month |
|
|
+118.18% |
3 Months |
|
|
-17.24% |
YTD |
|
|
-71.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.240 |
1M High / 1M Low: |
0.360 |
0.110 |
6M High / 6M Low: |
0.730 |
0.110 |
High (YTD): |
2024-01-02 |
0.810 |
Low (YTD): |
2024-08-07 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.272 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.254 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.392 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
299.83% |
Volatility 6M: |
|
277.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |