BNP Paribas Call 30 LXS 20.12.2024
/ DE000PN4ZDR2
BNP Paribas Call 30 LXS 20.12.202.../ DE000PN4ZDR2 /
2024-09-06 9:20:24 PM |
Chg.-0.016 |
Bid9:39:14 PM |
Ask9:39:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.041EUR |
-28.07% |
0.040 Bid Size: 20,000 |
0.052 Ask Size: 20,000 |
LANXESS AG |
30.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
PN4ZDR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LANXESS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
30.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-06-20 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
46.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.39 |
Parity: |
-0.58 |
Time value: |
0.05 |
Break-even: |
30.52 |
Moneyness: |
0.81 |
Premium: |
0.26 |
Premium p.a.: |
1.26 |
Spread abs.: |
0.01 |
Spread %: |
30.00% |
Delta: |
0.20 |
Theta: |
-0.01 |
Omega: |
9.21 |
Rho: |
0.01 |
Quote data
Open: |
0.053 |
High: |
0.053 |
Low: |
0.039 |
Previous Close: |
0.057 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-32.79% |
1 Month |
|
|
+141.18% |
3 Months |
|
|
-34.92% |
YTD |
|
|
-89.75% |
1 Year |
|
|
-90.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.057 |
0.038 |
1M High / 1M Low: |
0.066 |
0.017 |
6M High / 6M Low: |
0.300 |
0.017 |
High (YTD): |
2024-01-02 |
0.380 |
Low (YTD): |
2024-08-07 |
0.017 |
52W High: |
2023-12-27 |
0.420 |
52W Low: |
2024-08-07 |
0.017 |
Avg. price 1W: |
|
0.046 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.041 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.114 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.169 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
389.13% |
Volatility 6M: |
|
447.63% |
Volatility 1Y: |
|
337.18% |
Volatility 3Y: |
|
- |