BNP Paribas Call 20 LXS 21.06.2024
/ DE000PZ085G1
BNP Paribas Call 20 LXS 21.06.202.../ DE000PZ085G1 /
| 2024-06-07 9:20:23 PM |
Chg.-0.040 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-10.81% |
0.330
Bid Size: 9,091 |
0.370
Ask Size: 8,800 |
LANXESS AG |
20.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PZ085G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.38 |
| Parity: |
0.33 |
| Time value: |
0.04 |
| Break-even: |
23.70 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.04 |
| Spread %: |
12.12% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
5.27 |
| Rho: |
0.01 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.320 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.25% |
| 1 Month |
|
|
-56.58% |
| 3 Months |
|
|
-35.29% |
| YTD |
|
|
-64.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.330 |
| 1M High / 1M Low: |
0.800 |
0.330 |
| 6M High / 6M Low: |
0.960 |
0.330 |
| High (YTD): |
2024-01-02 |
0.910 |
| Low (YTD): |
2024-06-07 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.657 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.86% |
| Volatility 6M: |
|
115.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
