BNP Paribas Put 85 LRCX 20.12.2024
/ DE000PC2Z0Z4
BNP Paribas Put 85 LRCX 20.12.202.../ DE000PC2Z0Z4 /
| 11/8/2024 3:35:32 PM |
Chg.+0.040 |
Bid3:39:18 PM |
Ask11/8/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+5.80% |
0.710
Bid Size: 7,250 |
-
Ask Size: - |
Lam Research Corpora... |
85.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
PC2Z0Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.38 |
| Parity: |
0.54 |
| Time value: |
0.17 |
| Break-even: |
71.64 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
-0.67 |
| Theta: |
-0.04 |
| Omega: |
-6.89 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.700 |
| High: |
0.760 |
| Low: |
0.690 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.03% |
| 1 Month |
|
|
-8.75% |
| 3 Months |
|
|
-32.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.690 |
| 1M High / 1M Low: |
1.300 |
0.570 |
| 6M High / 6M Low: |
1.330 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.974 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.717 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
364.04% |
| Volatility 6M: |
|
265.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
