BNP Paribas Put 30 LXS 20.06.2025
/ DE000PC1HV04
BNP Paribas Put 30 LXS 20.06.2025/ DE000PC1HV04 /
02/08/2024 21:20:23 |
Chg.+0.030 |
Bid02/08/2024 |
Ask02/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
+4.11% |
0.760 Bid Size: 5,800 |
0.800 Ask Size: 5,800 |
LANXESS AG |
30.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
PC1HV0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LANXESS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.75 |
Intrinsic value: |
0.70 |
Implied volatility: |
0.45 |
Historic volatility: |
0.38 |
Parity: |
0.70 |
Time value: |
0.10 |
Break-even: |
22.00 |
Moneyness: |
1.30 |
Premium: |
0.05 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
5.26% |
Delta: |
-0.63 |
Theta: |
0.00 |
Omega: |
-1.82 |
Rho: |
-0.20 |
Quote data
Open: |
0.730 |
High: |
0.770 |
Low: |
0.730 |
Previous Close: |
0.730 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+16.92% |
1 Month |
|
|
+1.33% |
3 Months |
|
|
+28.81% |
YTD |
|
|
+33.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.640 |
1M High / 1M Low: |
0.830 |
0.590 |
6M High / 6M Low: |
0.890 |
0.520 |
High (YTD): |
14/06/2024 |
0.890 |
Low (YTD): |
07/05/2024 |
0.520 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.700 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.704 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.693 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.99% |
Volatility 6M: |
|
75.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |