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BNP Paribas Call 68 LRCX 20.12.20.../  DE000PE9A3K8  /

Frankfurt Zert./BNP
08/11/2024  14:21:19 Chg.-0.060 Bid14:25:21 Ask14:25:21 Underlying Strike price Expiration date Option type
1.090EUR -5.22% 1.080
Bid Size: 23,000		 1.140
Ask Size: 23,000		 Lam Research Corpora... 68.00 USD 20/12/2024 Call
 

Master data

WKN: PE9A3K
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 68.00 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: 6.38
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 1.04
Implied volatility: 0.46
Historic volatility: 0.38
Parity: 1.04
Time value: 0.11
Break-even: 74.49
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 0.88%
Delta: 0.86
Theta: -0.04
Omega: 5.48
Rho: 0.06
 

Quote data

Open: 1.130
High: 1.150
Low: 1.060
Previous Close: 1.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+29.76%
1 Month
  -23.24%
3 Months
  -30.13%
YTD
  -39.11%
1 Year  
+12.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.150 0.790
1M High / 1M Low: 1.780 0.790
6M High / 6M Low: 4.320 0.790
High (YTD): 10/07/2024 4.320
Low (YTD): 04/11/2024 0.790
52W High: 10/07/2024 4.320
52W Low: 04/11/2024 0.790
Avg. price 1W:   0.938
Avg. volume 1W:   0.000
Avg. price 1M:   1.076
Avg. volume 1M:   0.000
Avg. price 6M:   2.177
Avg. volume 6M:   0.000
Avg. price 1Y:   2.179
Avg. volume 1Y:   0.000
Volatility 1M:   236.77%
Volatility 6M:   168.41%
Volatility 1Y:   138.16%
Volatility 3Y:   -