BNP Paribas Put 35 LXS 20.06.2025
/ DE000PC1HV12
BNP Paribas Put 35 LXS 20.06.2025/ DE000PC1HV12 /
| 26/09/2024 09:05:46 |
Chg.-0.010 |
Bid10:24:36 |
Ask10:24:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-1.14% |
0.870
Bid Size: 46,500 |
0.880
Ask Size: 46,500 |
LANXESS AG |
35.00 EUR |
20/06/2025 |
Put |
Master data
| WKN: |
PC1HV1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.38 |
| Parity: |
0.82 |
| Time value: |
0.07 |
| Break-even: |
26.10 |
| Moneyness: |
1.31 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
-0.70 |
| Theta: |
0.00 |
| Omega: |
-2.10 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.16% |
| 1 Month |
|
|
-12.12% |
| 3 Months |
|
|
-29.27% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.860 |
| 1M High / 1M Low: |
1.110 |
0.860 |
| 6M High / 6M Low: |
1.340 |
0.830 |
| High (YTD): |
06/08/2024 |
1.340 |
| Low (YTD): |
07/05/2024 |
0.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.996 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.066 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.33% |
| Volatility 6M: |
|
68.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
