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BNP Paribas Call 35 LXS 20.12.202.../  DE000PN2FDB2  /

Frankfurt Zert./BNP
2024-07-08  9:20:21 PM Chg.-0.001 Bid2024-07-08 Ask- Underlying Strike price Expiration date Option type
0.006EUR -14.29% 0.006
Bid Size: 20,000		 -
Ask Size: -		 LANXESS AG 35.00 EUR 2024-12-20 Call
 

Master data

WKN: PN2FDB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 2024-12-20
Issue date: 2023-04-24
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 339.29
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.35
Parity: -1.13
Time value: 0.01
Break-even: 35.07
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 1.37
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.04
Theta: 0.00
Omega: 13.33
Rho: 0.00
 

Quote data

Open: 0.007
High: 0.007
Low: 0.006
Previous Close: 0.007
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month
  -50.00%
3 Months
  -94.00%
YTD
  -97.27%
1 Year
  -98.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.004
1M High / 1M Low: 0.009 0.001
6M High / 6M Low: 0.160 0.001
High (YTD): 2024-01-02 0.210
Low (YTD): 2024-06-24 0.001
52W High: 2023-07-31 0.420
52W Low: 2024-06-24 0.001
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.061
Avg. volume 6M:   633.858
Avg. price 1Y:   0.125
Avg. volume 1Y:   769.685
Volatility 1M:   1,169.76%
Volatility 6M:   495.30%
Volatility 1Y:   371.91%
Volatility 3Y:   -