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: |
|
- |
