BNP Paribas Call 25 LXS 21.03.2025
/ DE000PC7Z317
BNP Paribas Call 25 LXS 21.03.202.../ DE000PC7Z317 /
| 10/11/2024 6:18:27 PM |
Chg.-0.050 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-8.77% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
25.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC7Z31 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.39 |
| Parity: |
0.34 |
| Time value: |
0.19 |
| Break-even: |
30.30 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
3.94 |
| Rho: |
0.07 |
Quote data
| Open: |
0.490 |
| High: |
0.530 |
| Low: |
0.490 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.86% |
| 1 Month |
|
|
+79.31% |
| 3 Months |
|
|
+116.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.520 |
| 1M High / 1M Low: |
0.600 |
0.290 |
| 6M High / 6M Low: |
0.660 |
0.170 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.474 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.371 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.15% |
| Volatility 6M: |
|
192.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
