BNP Paribas Call 75 LEG 20.09.2024
/ DE000PN8UM81
BNP Paribas Call 75 LEG 20.09.202.../ DE000PN8UM81 /
| 09/08/2024 18:20:52 |
Chg.+0.320 |
Bid18:56:31 |
Ask18:56:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
+38.10% |
1.170
Bid Size: 2,565 |
1.220
Ask Size: 2,460 |
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: |
9.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.34 |
| Parity: |
0.61 |
| Time value: |
0.28 |
| Break-even: |
83.90 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.04 |
| Spread %: |
4.71% |
| Delta: |
0.72 |
| Theta: |
-0.06 |
| Omega: |
6.57 |
| Rho: |
0.06 |
Quote data
| Open: |
1.080 |
| High: |
1.170 |
| Low: |
1.080 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.42% |
| 1 Month |
|
|
+78.46% |
| 3 Months |
|
|
+10.48% |
| YTD |
|
|
-1.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.840 |
| 1M High / 1M Low: |
1.090 |
0.650 |
| 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: |
|
0.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.867 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.765 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.28% |
| Volatility 6M: |
|
186.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
