BNP Paribas Call 25 LXS 20.09.2024
/ DE000PN8UPY4
BNP Paribas Call 25 LXS 20.09.202.../ DE000PN8UPY4 /
| 2024-08-01 5:07:09 PM |
Chg.-0.026 |
Bid5:16:10 PM |
Ask5:16:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
-23.64% |
0.084
Bid Size: 100,000 |
0.094
Ask Size: 100,000 |
LANXESS AG |
25.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PN8UPY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.38 |
| Parity: |
-0.08 |
| Time value: |
0.12 |
| Break-even: |
26.20 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
9.24 |
| Rho: |
0.01 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.084 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.33% |
| 1 Month |
|
|
-6.67% |
| 3 Months |
|
|
-77.89% |
| YTD |
|
|
-86.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.110 |
| 1M High / 1M Low: |
0.230 |
0.054 |
| 6M High / 6M Low: |
0.510 |
0.054 |
| High (YTD): |
2024-01-02 |
0.600 |
| Low (YTD): |
2024-07-16 |
0.054 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.265 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,017.45% |
| Volatility 6M: |
|
450.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
