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BNP Paribas Call 72 LEG 21.06.202.../  DE000PN7BQH9  /

Frankfurt Zert./BNP
2024-05-30  5:21:05 PM Chg.+0.090 Bid5:38:31 PM Ask5:38:31 PM Underlying Strike price Expiration date Option type
0.970EUR +10.23% 1.000
Bid Size: 3,000		 1.050
Ask Size: 2,858		 LEG IMMOBILIEN SE NA... 72.00 EUR 2024-06-21 Call
 

Master data

WKN: PN7BQH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 72.00 EUR
Maturity: 2024-06-21
Issue date: 2023-08-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.60
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.79
Implied volatility: 0.54
Historic volatility: 0.36
Parity: 0.79
Time value: 0.14
Break-even: 81.30
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.32
Spread abs.: 0.05
Spread %: 5.68%
Delta: 0.81
Theta: -0.07
Omega: 6.95
Rho: 0.03
 

Quote data

Open: 0.830
High: 0.980
Low: 0.830
Previous Close: 0.880
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.09%
1 Month  
+7.78%
3 Months  
+185.29%
YTD
  -21.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 0.860
1M High / 1M Low: 1.520 0.860
6M High / 6M Low: 1.520 0.330
High (YTD): 2024-05-17 1.520
Low (YTD): 2024-02-28 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.978
Avg. volume 1W:   1,173.600
Avg. price 1M:   1.159
Avg. volume 1M:   279.429
Avg. price 6M:   0.804
Avg. volume 6M:   47.323
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   231.27%
Volatility 6M:   212.31%
Volatility 1Y:   -
Volatility 3Y:   -