BNP Paribas Put 30 LXS 20.09.2024
/ DE000PN8UP21
BNP Paribas Put 30 LXS 20.09.2024/ DE000PN8UP21 /
| 2024-06-20 9:20:23 PM |
Chg.-0.040 |
Bid9:26:40 PM |
Ask9:26:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-4.94% |
0.760
Bid Size: 9,000 |
0.780
Ask Size: 9,000 |
LANXESS AG |
30.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PN8UP2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.35 |
| Parity: |
0.81 |
| Time value: |
0.01 |
| Break-even: |
21.80 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
2.50% |
| Delta: |
-0.85 |
| Theta: |
0.00 |
| Omega: |
-2.27 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.760 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.28% |
| 1 Month |
|
|
+63.83% |
| 3 Months |
|
|
+37.50% |
| YTD |
|
|
+75.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.780 |
| 1M High / 1M Low: |
0.830 |
0.470 |
| 6M High / 6M Low: |
0.830 |
0.350 |
| High (YTD): |
2024-06-14 |
0.830 |
| Low (YTD): |
2024-05-07 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.628 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.554 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.60% |
| Volatility 6M: |
|
98.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
