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BNP Paribas Call 30 LXS 20.12.202.../  DE000PN4ZDR2  /

Frankfurt Zert./BNP
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:   -