BNP Paribas Call 22 LXS 20.09.2024
/ DE000PN8UPZ1
BNP Paribas Call 22 LXS 20.09.202.../ DE000PN8UPZ1 /
| 2024-08-01 4:07:58 PM |
Chg.-0.030 |
Bid4:29:11 PM |
Ask4:29:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-10.34% |
0.250
Bid Size: 56,500 |
0.260
Ask Size: 56,500 |
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: |
8.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.38 |
| Parity: |
0.22 |
| Time value: |
0.08 |
| Break-even: |
25.00 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
6.00 |
| Rho: |
0.02 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.260 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.58% |
| 1 Month |
|
|
+8.33% |
| 3 Months |
|
|
-55.17% |
| YTD |
|
|
-68.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.290 |
| 1M High / 1M Low: |
0.460 |
0.180 |
| 6M High / 6M Low: |
0.740 |
0.180 |
| High (YTD): |
2024-01-02 |
0.810 |
| Low (YTD): |
2024-07-16 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.301 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.443 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
547.75% |
| Volatility 6M: |
|
257.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
