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

EUWAX
10/10/2024  18:16:21 Chg.-0.020 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.150EUR -11.76% -
Bid Size: -		 -
Ask Size: -		 LANXESS AG 30.00 EUR 20/12/2024 Call
 

Master data

WKN: PN4ZDR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 20/12/2024
Issue date: 20/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.22
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.39
Parity: -0.08
Time value: 0.18
Break-even: 31.80
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.49
Theta: -0.02
Omega: 7.93
Rho: 0.02
 

Quote data

Open: 0.160
High: 0.170
Low: 0.150
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month  
+284.62%
3 Months  
+328.57%
YTD
  -62.50%
1 Year
  -6.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.130
1M High / 1M Low: 0.170 0.039
6M High / 6M Low: 0.300 0.018
High (YTD): 02/01/2024 0.380
Low (YTD): 13/08/2024 0.018
52W High: 19/12/2023 0.420
52W Low: 13/08/2024 0.018
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.100
Avg. volume 1M:   952.381
Avg. price 6M:   0.099
Avg. volume 6M:   496.124
Avg. price 1Y:   0.155
Avg. volume 1Y:   517.647
Volatility 1M:   359.44%
Volatility 6M:   459.29%
Volatility 1Y:   348.11%
Volatility 3Y:   -