BNP Paribas Call 25 LXS 20.12.2024
/ DE000PN7DDW2
BNP Paribas Call 25 LXS 20.12.202.../ DE000PN7DDW2 /
| 8/1/2024 4:08:02 PM |
Chg.-0.020 |
Bid4:19:15 PM |
Ask4:19:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-8.70% |
0.200
Bid Size: 85,500 |
0.210
Ask Size: 85,500 |
LANXESS AG |
25.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PN7DDW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.38 |
| Parity: |
-0.08 |
| Time value: |
0.23 |
| Break-even: |
27.30 |
| Moneyness: |
0.97 |
| Premium: |
0.13 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
5.49 |
| Rho: |
0.04 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.210 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.59% |
| 1 Month |
|
|
+10.53% |
| 3 Months |
|
|
-54.35% |
| YTD |
|
|
-69.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.230 |
| 1M High / 1M Low: |
0.350 |
0.150 |
| 6M High / 6M Low: |
0.600 |
0.150 |
| High (YTD): |
1/2/2024 |
0.660 |
| Low (YTD): |
7/16/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.232 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.349 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
472.35% |
| Volatility 6M: |
|
229.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
