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BNP Paribas Call 75 LEG 21.06.202.../  DE000PE86584  /

Frankfurt Zert./BNP
2024-06-07  9:20:22 PM Chg.-0.290 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.320EUR -47.54% 0.320
Bid Size: 9,375		 0.370
Ask Size: 8,109		 LEG IMMOBILIEN SE NA... 75.00 - 2024-06-21 Call
 

Master data

WKN: PE8658
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.68
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.15
Implied volatility: 0.50
Historic volatility: 0.36
Parity: 0.15
Time value: 0.22
Break-even: 78.70
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 1.22
Spread abs.: 0.05
Spread %: 15.63%
Delta: 0.61
Theta: -0.11
Omega: 12.56
Rho: 0.02
 

Quote data

Open: 0.530
High: 0.530
Low: 0.320
Previous Close: 0.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -53.62%
1 Month
  -60.98%
3 Months
  -13.51%
YTD
  -69.23%
1 Year  
+60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.320
1M High / 1M Low: 1.220 0.320
6M High / 6M Low: 1.220 0.230
High (YTD): 2024-05-17 1.220
Low (YTD): 2024-02-28 0.230
52W High: 2024-05-17 1.220
52W Low: 2023-06-29 0.100
Avg. price 1W:   0.696
Avg. volume 1W:   0.000
Avg. price 1M:   0.835
Avg. volume 1M:   430.435
Avg. price 6M:   0.623
Avg. volume 6M:   79.200
Avg. price 1Y:   0.516
Avg. volume 1Y:   38.672
Volatility 1M:   331.12%
Volatility 6M:   254.37%
Volatility 1Y:   247.37%
Volatility 3Y:   -