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BNP Paribas Put 30 LXS 20.12.2024/  DE000PN4ZDV4  /

EUWAX
10/11/2024  6:15:03 PM Chg.+0.050 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.310EUR +19.23% -
Bid Size: -		 -
Ask Size: -		 LANXESS AG 30.00 EUR 12/20/2024 Put
 

Master data

WKN: PN4ZDV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Put
Strike price: 30.00 EUR
Maturity: 12/20/2024
Issue date: 6/20/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.87
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.16
Implied volatility: 0.48
Historic volatility: 0.39
Parity: 0.16
Time value: 0.16
Break-even: 26.80
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 3.23%
Delta: -0.55
Theta: -0.02
Omega: -4.90
Rho: -0.04
 

Quote data

Open: 0.330
High: 0.330
Low: 0.290
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.23%
1 Month
  -46.55%
3 Months
  -56.94%
YTD
  -36.73%
1 Year
  -64.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.250
1M High / 1M Low: 0.580 0.250
6M High / 6M Low: 0.850 0.250
High (YTD): 8/6/2024 0.850
Low (YTD): 10/9/2024 0.250
52W High: 10/27/2023 1.020
52W Low: 10/9/2024 0.250
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.358
Avg. volume 1M:   0.000
Avg. price 6M:   0.573
Avg. volume 6M:   0.000
Avg. price 1Y:   0.627
Avg. volume 1Y:   0.000
Volatility 1M:   195.89%
Volatility 6M:   127.86%
Volatility 1Y:   108.15%
Volatility 3Y:   -