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BNP Paribas Call 72 LRCX 20.12.20.../  DE000PE9A3M4  /

EUWAX
2024-11-08  1:59:49 PM Chg.+0.070 Bid2024-11-08 Ask2024-11-08 Underlying Strike price Expiration date Option type
0.790EUR +9.72% 0.790
Bid Size: 26,000		 0.850
Ask Size: 26,000		 Lam Research Corpora... 72.00 USD 2024-12-20 Call
 

Master data

WKN: PE9A3M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 72.00 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: 8.73
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.67
Implied volatility: 0.43
Historic volatility: 0.38
Parity: 0.67
Time value: 0.17
Break-even: 75.09
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 1.20%
Delta: 0.78
Theta: -0.04
Omega: 6.77
Rho: 0.06
 

Quote data

Open: 0.820
High: 0.820
Low: 0.790
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.51%
1 Month
  -31.90%
3 Months
  -24.76%
YTD
  -49.03%
1 Year
  -3.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.560
1M High / 1M Low: 1.490 0.560
6M High / 6M Low: 3.980 0.560
High (YTD): 2024-07-11 3.980
Low (YTD): 2024-11-05 0.560
52W High: 2024-07-11 3.980
52W Low: 2024-11-05 0.560
Avg. price 1W:   0.656
Avg. volume 1W:   0.000
Avg. price 1M:   0.847
Avg. volume 1M:   0.000
Avg. price 6M:   1.917
Avg. volume 6M:   0.000
Avg. price 1Y:   1.928
Avg. volume 1Y:   0.000
Volatility 1M:   320.82%
Volatility 6M:   207.04%
Volatility 1Y:   165.64%
Volatility 3Y:   -