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: |
|
- |