BNP Paribas Call 92 LEG 20.12.202.../  DE000PC2Z094  /

EUWAX
11/12/2024  6:11:29 PM Chg.-0.030 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.100EUR -23.08% -
Bid Size: -
-
Ask Size: -
LEG IMMOBILIEN SE NA... 92.00 EUR 12/20/2024 Call
 

Master data

WKN: PC2Z09
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 92.00 EUR
Maturity: 12/20/2024
Issue date: 1/5/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 51.13
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.30
Parity: -0.51
Time value: 0.17
Break-even: 93.70
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 1.06
Spread abs.: 0.04
Spread %: 30.77%
Delta: 0.32
Theta: -0.04
Omega: 16.14
Rho: 0.03
 

Quote data

Open: 0.110
High: 0.110
Low: 0.100
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -81.48%
3 Months
  -70.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.120
1M High / 1M Low: 0.640 0.120
6M High / 6M Low: 0.830 0.120
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.314
Avg. volume 1M:   0.000
Avg. price 6M:   0.410
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.58%
Volatility 6M:   217.28%
Volatility 1Y:   -
Volatility 3Y:   -