BNP Paribas Call 78 LEG 20.09.2024
/ DE000PN8UM73
BNP Paribas Call 78 LEG 20.09.202.../ DE000PN8UM73 /
8/30/2024 6:09:58 PM |
Chg.+0.110 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
+13.25% |
- Bid Size: - |
- Ask Size: - |
LEG IMMOBILIEN SE NA... |
78.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
PN8UM7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
LEG IMMOBILIEN SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
78.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
9/26/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.73 |
Implied volatility: |
0.42 |
Historic volatility: |
0.34 |
Parity: |
0.73 |
Time value: |
0.10 |
Break-even: |
86.30 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.05 |
Spread %: |
6.41% |
Delta: |
0.83 |
Theta: |
-0.06 |
Omega: |
8.56 |
Rho: |
0.04 |
Quote data
Open: |
0.780 |
High: |
1.000 |
Low: |
0.780 |
Previous Close: |
0.830 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.82% |
1 Month |
|
|
+59.32% |
3 Months |
|
|
+14.63% |
YTD |
|
|
-7.84% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.830 |
1M High / 1M Low: |
1.030 |
0.590 |
6M High / 6M Low: |
1.130 |
0.300 |
High (YTD): |
5/17/2024 |
1.130 |
Low (YTD): |
2/29/2024 |
0.300 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.958 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.791 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.655 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
237.53% |
Volatility 6M: |
|
219.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |