BNP Paribas Call 62 LEG 20.09.2024
/ DE000PN8UNE1
BNP Paribas Call 62 LEG 20.09.202.../ DE000PN8UNE1 /
| 8/16/2024 4:21:01 PM |
Chg.-0.030 |
Bid5:01:02 PM |
Ask5:01:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.220EUR |
-1.33% |
2.200
Bid Size: 6,000 |
2.220
Ask Size: 6,000 |
LEG IMMOBILIEN SE NA... |
62.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
PN8UNE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LEG IMMOBILIEN SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
2.20 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.35 |
| Parity: |
2.20 |
| Time value: |
0.10 |
| Break-even: |
85.00 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
2.22% |
| Delta: |
0.92 |
| Theta: |
-0.05 |
| Omega: |
3.35 |
| Rho: |
0.05 |
Quote data
| Open: |
2.310 |
| High: |
2.310 |
| Low: |
2.220 |
| Previous Close: |
2.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.72% |
| 1 Month |
|
|
+7.25% |
| 3 Months |
|
|
-10.12% |
| YTD |
|
|
+7.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.380 |
2.220 |
| 1M High / 1M Low: |
2.380 |
1.890 |
| 6M High / 6M Low: |
2.520 |
1.020 |
| High (YTD): |
5/17/2024 |
2.520 |
| Low (YTD): |
2/28/2024 |
1.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.753 |
| Avg. volume 6M: |
|
92.126 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.51% |
| Volatility 6M: |
|
119.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
