BNP Paribas Call 26 LXS 21.03.2025
/ DE000PG2NSL2
BNP Paribas Call 26 LXS 21.03.202.../ DE000PG2NSL2 /
| 10/10/2024 6:20:34 PM |
Chg.-0.020 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-3.85% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
26.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PG2NSL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.39 |
| Parity: |
0.32 |
| Time value: |
0.22 |
| Break-even: |
31.40 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
3.89 |
| Rho: |
0.07 |
Quote data
| Open: |
0.520 |
| High: |
0.530 |
| Low: |
0.500 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
+117.39% |
| 3 Months |
|
|
+163.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.470 |
| 1M High / 1M Low: |
0.530 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.390 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
