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BNP Paribas Call 65 LEG 20.09.202.../  DE000PN8UND3  /

Frankfurt Zert./BNP
2024-07-26  6:20:52 PM Chg.+0.050 Bid6:41:59 PM Ask6:41:59 PM Underlying Strike price Expiration date Option type
1.660EUR +3.11% 1.670
Bid Size: 1,797		 1.720
Ask Size: 1,745		 LEG IMMOBILIEN SE NA... 65.00 EUR 2024-09-20 Call
 

Master data

WKN: PN8UND
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.86
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.52
Implied volatility: 0.50
Historic volatility: 0.34
Parity: 1.52
Time value: 0.13
Break-even: 81.50
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.05
Spread %: 3.13%
Delta: 0.88
Theta: -0.03
Omega: 4.29
Rho: 0.08
 

Quote data

Open: 1.600
High: 1.700
Low: 1.590
Previous Close: 1.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.84%
1 Month  
+41.88%
3 Months  
+20.29%
YTD
  -9.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.720 1.610
1M High / 1M Low: 1.950 1.170
6M High / 6M Low: 2.220 0.830
High (YTD): 2024-05-17 2.220
Low (YTD): 2024-02-28 0.830
52W High: - -
52W Low: - -
Avg. price 1W:   1.662
Avg. volume 1W:   0.000
Avg. price 1M:   1.553
Avg. volume 1M:   0.000
Avg. price 6M:   1.433
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.56%
Volatility 6M:   134.70%
Volatility 1Y:   -
Volatility 3Y:   -