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BNP Paribas Call 65 LRCX 20.12.20.../  DE000PE9A3J0  /

Frankfurt Zert./BNP
11/8/2024  3:20:20 PM Chg.-0.080 Bid11/8/2024 Ask11/8/2024 Underlying Strike price Expiration date Option type
1.320EUR -5.71% 1.320
Bid Size: 22,000		 -
Ask Size: -		 Lam Research Corpora... 65.00 USD 12/20/2024 Call
 

Master data

WKN: PE9A3J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 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: 5.24
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 1.32
Implied volatility: 0.49
Historic volatility: 0.38
Parity: 1.32
Time value: 0.08
Break-even: 74.21
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.72%
Delta: 0.90
Theta: -0.03
Omega: 4.72
Rho: 0.06
 

Quote data

Open: 1.380
High: 1.400
Low: 1.310
Previous Close: 1.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+25.71%
1 Month
  -19.51%
3 Months
  -24.57%
YTD
  -32.65%
1 Year  
+20.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.400 0.990
1M High / 1M Low: 2.020 0.990
6M High / 6M Low: 4.580 0.990
High (YTD): 7/10/2024 4.580
Low (YTD): 11/4/2024 0.990
52W High: 7/10/2024 4.580
52W Low: 11/4/2024 0.990
Avg. price 1W:   1.162
Avg. volume 1W:   0.000
Avg. price 1M:   1.289
Avg. volume 1M:   0.000
Avg. price 6M:   2.399
Avg. volume 6M:   29.545
Avg. price 1Y:   2.386
Avg. volume 1Y:   15.234
Volatility 1M:   216.79%
Volatility 6M:   156.18%
Volatility 1Y:   128.40%
Volatility 3Y:   -