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

EUWAX
2024-11-08  1:59:49 PM Chg.+0.11 Bid2024-11-08 Ask2024-11-08 Underlying Strike price Expiration date Option type
1.96EUR +5.95% 1.96
Bid Size: 20,000		 -
Ask Size: -		 Lam Research Corpora... 58.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
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: 2.00
High: 2.00
Low: 1.96
Previous Close: 1.85
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.74%
1 Month
  -11.31%
3 Months  
+3.16%
YTD
  -17.65%
1 Year  
+36.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.90 1.57
1M High / 1M Low: 2.64 1.50
6M High / 6M Low: 5.20 1.50
High (YTD): 2024-07-11 5.20
Low (YTD): 2024-10-23 1.50
52W High: 2024-07-11 5.20
52W Low: 2023-11-08 1.44
Avg. price 1W:   1.71
Avg. volume 1W:   0.00
Avg. price 1M:   1.88
Avg. volume 1M:   0.00
Avg. price 6M:   2.98
Avg. volume 6M:   0.00
Avg. price 1Y:   2.92
Avg. volume 1Y:   0.00
Volatility 1M:   194.83%
Volatility 6M:   136.24%
Volatility 1Y:   113.24%
Volatility 3Y:   -