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BNP Paribas Call 58 LRCX 20.12.20.../  DE000PE9A3F8  /

Frankfurt Zert./BNP
11/8/2024  3:20:29 PM Chg.-0.090 Bid11/8/2024 Ask- Underlying Strike price Expiration date Option type
1.930EUR -4.46% 1.930
Bid Size: 20,000		 -
Ask Size: -		 Lam Research Corpora... 58.00 USD 12/20/2024 Call
 

Master data

WKN: PE9A3F
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 58.00 USD
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.63
Leverage: Yes

Calculated values

Fair value: 1.99
Intrinsic value: 1.96
Implied volatility: 0.61
Historic volatility: 0.38
Parity: 1.96
Time value: 0.06
Break-even: 73.93
Moneyness: 1.37
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.00%
Delta: 0.95
Theta: -0.02
Omega: 3.44
Rho: 0.06
 

Quote data

Open: 2.000
High: 2.020
Low: 1.920
Previous Close: 2.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+21.38%
1 Month
  -12.27%
3 Months
  -14.22%
YTD
  -19.58%
1 Year  
+33.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.020 1.540
1M High / 1M Low: 2.610 1.490
6M High / 6M Low: 5.200 1.490
High (YTD): 7/10/2024 5.200
Low (YTD): 10/18/2024 1.490
52W High: 7/10/2024 5.200
52W Low: 11/8/2023 1.450
Avg. price 1W:   1.738
Avg. volume 1W:   0.000
Avg. price 1M:   1.843
Avg. volume 1M:   0.000
Avg. price 6M:   2.956
Avg. volume 6M:   0.000
Avg. price 1Y:   2.907
Avg. volume 1Y:   0.000
Volatility 1M:   175.55%
Volatility 6M:   130.71%
Volatility 1Y:   108.76%
Volatility 3Y:   -