BNP Paribas Call 65 LEG 20.09.2024
/ DE000PN8UND3
BNP Paribas Call 65 LEG 20.09.202.../ DE000PN8UND3 /
| 2024-07-26 12:07:57 PM |
Chg.-0.01 |
Bid1:02:10 PM |
Ask1:02:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
-0.62% |
1.59
Bid Size: 6,500 |
1.61
Ask Size: 6,500 |
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: |
1.60 |
| High: |
1.62 |
| Low: |
1.60 |
| Previous Close: |
1.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.19% |
| 1 Month |
|
|
+35.59% |
| 3 Months |
|
|
+15.94% |
| YTD |
|
|
-13.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.72 |
1.61 |
| 1M High / 1M Low: |
1.93 |
1.18 |
| 6M High / 6M Low: |
2.22 |
0.84 |
| High (YTD): |
2024-05-17 |
2.22 |
| Low (YTD): |
2024-02-29 |
0.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.75% |
| Volatility 6M: |
|
136.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
