BNP Paribas Call 72 LEG 20.09.2024
/ DE000PN8UM99
BNP Paribas Call 72 LEG 20.09.202.../ DE000PN8UM99 /
| 2024-07-26 12:07:55 PM |
Chg.-0.010 |
Bid1:02:13 PM |
Ask1:02:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-1.01% |
0.970
Bid Size: 7,500 |
0.990
Ask Size: 7,500 |
LEG IMMOBILIEN SE NA... |
72.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PN8UM9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LEG IMMOBILIEN SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.34 |
| Parity: |
0.82 |
| Time value: |
0.21 |
| Break-even: |
82.30 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
5.10% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
6.09 |
| Rho: |
0.08 |
Quote data
| Open: |
0.980 |
| High: |
1.000 |
| Low: |
0.980 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.55% |
| 1 Month |
|
|
+44.12% |
| 3 Months |
|
|
+10.11% |
| YTD |
|
|
-27.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.990 |
| 1M High / 1M Low: |
1.300 |
0.680 |
| 6M High / 6M Low: |
1.580 |
0.490 |
| High (YTD): |
2024-05-17 |
1.580 |
| Low (YTD): |
2024-02-28 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.965 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.937 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.28% |
| Volatility 6M: |
|
173.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
