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BNP Paribas Call 75 LEG 20.09.202.../  DE000PN8UM81  /

Frankfurt Zert./BNP
16/08/2024  16:21:01 Chg.-0.040 Bid16:49:25 Ask16:49:25 Underlying Strike price Expiration date Option type
0.970EUR -3.96% 0.950
Bid Size: 6,500		 0.970
Ask Size: 6,500		 LEG IMMOBILIEN SE NA... 75.00 EUR 20/09/2024 Call
 

Master data

WKN: PN8UM8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 20/09/2024
Issue date: 26/09/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.92
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.90
Implied volatility: 0.47
Historic volatility: 0.35
Parity: 0.90
Time value: 0.16
Break-even: 85.60
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.22
Spread abs.: 0.05
Spread %: 4.95%
Delta: 0.81
Theta: -0.05
Omega: 6.41
Rho: 0.05
 

Quote data

Open: 1.070
High: 1.070
Low: 0.970
Previous Close: 1.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.38%
1 Month  
+6.59%
3 Months
  -26.52%
YTD
  -17.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.160 1.010
1M High / 1M Low: 1.160 0.760
6M High / 6M Low: 1.350 0.380
High (YTD): 17/05/2024 1.350
Low (YTD): 28/02/2024 0.380
52W High: - -
52W Low: - -
Avg. price 1W:   1.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.900
Avg. volume 1M:   0.000
Avg. price 6M:   0.785
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.95%
Volatility 6M:   190.61%
Volatility 1Y:   -
Volatility 3Y:   -