BNP Paribas Call 72 LEG 20.12.2024
/ DE000PC2Z1D9
BNP Paribas Call 72 LEG 20.12.202.../ DE000PC2Z1D9 /
| 05/09/2024 15:08:18 |
Chg.+0.16 |
Bid15:34:51 |
Ask15:34:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.25EUR |
+7.66% |
2.25
Bid Size: 5,500 |
2.27
Ask Size: 5,500 |
LEG IMMOBILIEN SE NA... |
72.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PC2Z1D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LEG IMMOBILIEN SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.34 |
| Parity: |
1.93 |
| Time value: |
0.22 |
| Break-even: |
93.50 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
2.87% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
3.73 |
| Rho: |
0.17 |
Quote data
| Open: |
2.08 |
| High: |
2.25 |
| Low: |
2.08 |
| Previous Close: |
2.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.51% |
| 1 Month |
|
|
+55.17% |
| 3 Months |
|
|
+38.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.59 |
| 1M High / 1M Low: |
2.09 |
1.33 |
| 6M High / 6M Low: |
2.09 |
0.67 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.15% |
| Volatility 6M: |
|
134.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
