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BNP Paribas Call 60 LRCX 20.12.20.../  DE000PE9A3G6  /

Frankfurt Zert./BNP
08/11/2024  15:35:32 Chg.-0.050 Bid15:47:44 Ask- Underlying Strike price Expiration date Option type
1.790EUR -2.72% 1.820
Bid Size: 20,000		 -
Ask Size: -		 Lam Research Corpora... 60.00 USD 20/12/2024 Call
 

Master data

WKN: PE9A3G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.99
Leverage: Yes

Calculated values

Fair value: 1.80
Intrinsic value: 1.78
Implied volatility: 0.57
Historic volatility: 0.38
Parity: 1.78
Time value: 0.06
Break-even: 73.98
Moneyness: 1.32
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.10%
Delta: 0.94
Theta: -0.02
Omega: 3.74
Rho: 0.06
 

Quote data

Open: 1.820
High: 1.840
Low: 1.740
Previous Close: 1.840
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+25.17%
1 Month
  -12.25%
3 Months
  -14.76%
YTD
  -21.15%
1 Year  
+33.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.840 1.380
1M High / 1M Low: 2.440 1.340
6M High / 6M Low: 5.020 1.340
High (YTD): 10/07/2024 5.020
Low (YTD): 18/10/2024 1.340
52W High: 10/07/2024 5.020
52W Low: 18/10/2024 1.340
Avg. price 1W:   1.568
Avg. volume 1W:   0.000
Avg. price 1M:   1.678
Avg. volume 1M:   0.000
Avg. price 6M:   2.793
Avg. volume 6M:   0.000
Avg. price 1Y:   2.754
Avg. volume 1Y:   0.000
Volatility 1M:   185.43%
Volatility 6M:   137.31%
Volatility 1Y:   113.89%
Volatility 3Y:   -