BNP Paribas Call 750 LRCX 20.09.2024
/ DE000PC37HG3
BNP Paribas Call 750 LRCX 20.09.2.../ DE000PC37HG3 /
| 30/08/2024 21:50:34 |
Chg.+0.080 |
Bid21:59:20 |
Ask21:59:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+14.29% |
0.720
Bid Size: 23,000 |
0.730
Ask Size: 23,000 |
Lam Research Corpora... |
750.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC37HG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
750.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
30/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.34 |
| Parity: |
0.43 |
| Time value: |
0.15 |
| Break-even: |
734.89 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.73 |
| Theta: |
-0.68 |
| Omega: |
9.09 |
| Rho: |
0.27 |
Quote data
| Open: |
0.580 |
| High: |
0.710 |
| Low: |
0.580 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.91% |
| 1 Month |
|
|
-61.90% |
| 3 Months |
|
|
-65.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.560 |
| 1M High / 1M Low: |
1.680 |
0.540 |
| 6M High / 6M Low: |
3.570 |
0.540 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.899 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.054 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.23% |
| Volatility 6M: |
|
184.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
