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

Frankfurt Zert./BNP
2024-07-05  4:21:00 PM Chg.+0.050 Bid5:17:34 PM Ask5:17:34 PM Underlying Strike price Expiration date Option type
0.770EUR +6.94% 0.800
Bid Size: 4,500		 0.850
Ask Size: 4,500		 LEG IMMOBILIEN SE NA... 90.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-12-14
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 90.78
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.36
Parity: -12.84
Time value: 0.85
Break-even: 90.85
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 1.17
Spread abs.: 0.13
Spread %: 18.06%
Delta: 0.16
Theta: -0.02
Omega: 14.61
Rho: 0.02
 

Quote data

Open: 0.720
High: 0.830
Low: 0.720
Previous Close: 0.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.05%
1 Month
  -70.94%
3 Months
  -49.34%
YTD
  -75.40%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.580
1M High / 1M Low: 2.650 0.580
6M High / 6M Low: 3.470 0.580
High (YTD): 2024-05-17 3.470
Low (YTD): 2024-07-02 0.580
52W High: - -
52W Low: - -
Avg. price 1W:   0.740
Avg. volume 1W:   0.000
Avg. price 1M:   1.085
Avg. volume 1M:   0.000
Avg. price 6M:   1.651
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   328.92%
Volatility 6M:   239.49%
Volatility 1Y:   -
Volatility 3Y:   -