BNP Paribas Call 82 LEG 20.09.202.../  DE000PN8UM57  /

EUWAX
8/30/2024  6:09:58 PM Chg.+0.090 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.590EUR +18.00% -
Bid Size: -
-
Ask Size: -
LEG IMMOBILIEN SE NA... 82.00 EUR 9/20/2024 Call
 

Master data

WKN: PN8UM5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 82.00 EUR
Maturity: 9/20/2024
Issue date: 9/26/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.62
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.51
Implied volatility: 0.47
Historic volatility: 0.34
Parity: 0.51
Time value: 0.18
Break-even: 88.90
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.46
Spread abs.: 0.07
Spread %: 11.29%
Delta: 0.73
Theta: -0.09
Omega: 9.22
Rho: 0.03
 

Quote data

Open: 0.460
High: 0.640
Low: 0.460
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.26%
1 Month  
+68.57%
3 Months
  -1.67%
YTD
  -28.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.500
1M High / 1M Low: 0.670 0.350
6M High / 6M Low: 0.870 0.220
High (YTD): 5/17/2024 0.870
Low (YTD): 2/28/2024 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.608
Avg. volume 1W:   0.000
Avg. price 1M:   0.493
Avg. volume 1M:   0.000
Avg. price 6M:   0.450
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   302.09%
Volatility 6M:   255.80%
Volatility 1Y:   -
Volatility 3Y:   -