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BNP Paribas Call 90 LEG 20.09.202.../  DE000PC1YRA0  /

Frankfurt Zert./BNP
16/08/2024  20:20:39 Chg.-0.150 Bid16/08/2024 Ask16/08/2024 Underlying Strike price Expiration date Option type
0.820EUR -15.46% 0.820
Bid Size: 3,659		 0.950
Ask Size: 3,158		 LEG IMMOBILIEN SE NA... 90.00 - 20/09/2024 Call
 

Master data

WKN: PC1YRA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 20/09/2024
Issue date: 14/12/2023
Last trading day: 19/09/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 76.33
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.35
Parity: -6.04
Time value: 1.10
Break-even: 91.10
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 1.34
Spread abs.: 0.13
Spread %: 13.40%
Delta: 0.25
Theta: -0.04
Omega: 19.11
Rho: 0.02
 

Quote data

Open: 1.070
High: 1.070
Low: 0.800
Previous Close: 0.970
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -55.43%
1 Month
  -33.87%
3 Months
  -75.67%
YTD
  -73.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.840 0.970
1M High / 1M Low: 1.840 0.820
6M High / 6M Low: 3.470 0.580
High (YTD): 17/05/2024 3.470
Low (YTD): 02/07/2024 0.580
52W High: - -
52W Low: - -
Avg. price 1W:   1.292
Avg. volume 1W:   0.000
Avg. price 1M:   1.115
Avg. volume 1M:   0.000
Avg. price 6M:   1.498
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   386.14%
Volatility 6M:   297.21%
Volatility 1Y:   -
Volatility 3Y:   -