BNP Paribas Call 820 LRCX 20.09.2024
/ DE000PC37HK5
BNP Paribas Call 820 LRCX 20.09.2.../ DE000PC37HK5 /
| 8/30/2024 9:50:33 PM |
Chg.+0.040 |
Bid9:59:09 PM |
Ask9:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+20.00% |
0.290
Bid Size: 38,000 |
0.300
Ask Size: 38,000 |
Lam Research Corpora... |
820.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC37HK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
820.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/30/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.34 |
| Parity: |
-0.20 |
| Time value: |
0.22 |
| Break-even: |
762.06 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
1.71 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
0.42 |
| Theta: |
-0.73 |
| Omega: |
13.83 |
| Rho: |
0.16 |
Quote data
| Open: |
0.210 |
| High: |
0.290 |
| Low: |
0.210 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-79.13% |
| 3 Months |
|
|
-82.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.200 |
| 1M High / 1M Low: |
1.150 |
0.200 |
| 6M High / 6M Low: |
2.950 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.489 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.558 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
419.10% |
| Volatility 6M: |
|
233.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
