BNP Paribas Call 72 LEG 20.09.2024
/ DE000PN8UM99
BNP Paribas Call 72 LEG 20.09.202.../ DE000PN8UM99 /
2024-07-05 1:09:21 PM |
Chg.+0.040 |
Bid1:47:26 PM |
Ask1:47:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
+4.88% |
0.840 Bid Size: 8,500 |
0.850 Ask Size: 8,500 |
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: |
8.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.52 |
Implied volatility: |
0.40 |
Historic volatility: |
0.36 |
Parity: |
0.52 |
Time value: |
0.35 |
Break-even: |
80.70 |
Moneyness: |
1.07 |
Premium: |
0.05 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.04 |
Spread %: |
4.82% |
Delta: |
0.70 |
Theta: |
-0.04 |
Omega: |
6.18 |
Rho: |
0.10 |
Quote data
Open: |
0.830 |
High: |
0.870 |
Low: |
0.830 |
Previous Close: |
0.820 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.50% |
1 Month |
|
|
-38.57% |
3 Months |
|
|
+2.38% |
YTD |
|
|
-36.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.700 |
1M High / 1M Low: |
1.400 |
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: |
|
0.796 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.856 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.921 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
195.22% |
Volatility 6M: |
|
172.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |