BNP Paribas Call 32 LXS 21.06.2024
/ DE000PN4ZDP6
BNP Paribas Call 32 LXS 21.06.202.../ DE000PN4ZDP6 /
| 2024-05-03 9:20:29 PM |
Chg.-0.002 |
Bid9:54:45 PM |
Ask9:54:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.019EUR |
-9.52% |
0.019
Bid Size: 20,000 |
0.032
Ask Size: 20,000 |
LANXESS AG |
32.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PN4ZDP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
84.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.37 |
| Parity: |
-0.51 |
| Time value: |
0.03 |
| Break-even: |
32.32 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
3.03 |
| Spread abs.: |
0.01 |
| Spread %: |
68.42% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
13.19 |
| Rho: |
0.01 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.014 |
| Previous Close: |
0.021 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+72.73% |
| 1 Month |
|
|
-69.35% |
| 3 Months |
|
|
-65.45% |
| YTD |
|
|
-89.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.021 |
0.016 |
| 1M High / 1M Low: |
0.062 |
0.011 |
| 6M High / 6M Low: |
0.210 |
0.010 |
| High (YTD): |
2024-01-02 |
0.170 |
| Low (YTD): |
2024-03-28 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.065 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
364.00% |
| Volatility 6M: |
|
412.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
