BNP Paribas Put 20 LXS 20.09.2024
/ DE000PZ085L1
BNP Paribas Put 20 LXS 20.09.2024/ DE000PZ085L1 /
| 17/06/2024 18:18:33 |
Chg.0.000 |
Bid17/06/2024 |
Ask17/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
0.00% |
0.110
Bid Size: 20,000 |
0.120
Ask Size: 20,000 |
LANXESS AG |
20.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
PZ085L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.38 |
| Parity: |
-0.15 |
| Time value: |
0.12 |
| Break-even: |
18.80 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
-0.32 |
| Theta: |
-0.01 |
| Omega: |
-5.72 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
+161.90% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+10.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.077 |
| 1M High / 1M Low: |
0.110 |
0.040 |
| 6M High / 6M Low: |
0.160 |
0.032 |
| High (YTD): |
05/03/2024 |
0.160 |
| Low (YTD): |
13/05/2024 |
0.032 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.059 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.093 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.46% |
| Volatility 6M: |
|
159.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
