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BNP Paribas Call 80 LEG 21.06.202.../  DE000PE95Y62  /

Frankfurt Zert./BNP
2024-05-28  9:20:23 PM Chg.+0.810 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
3.740EUR +27.65% 3.790
Bid Size: 792		 3.920
Ask Size: 766		 LEG IMMOBILIEN SE NA... 80.00 - 2024-06-21 Call
 

Master data

WKN: PE95Y6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-21
Issue date: 2023-03-02
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 26.25
Leverage: Yes

Calculated values

Fair value: 3.38
Intrinsic value: 0.58
Implied volatility: 0.32
Historic volatility: 0.36
Parity: 0.58
Time value: 2.49
Break-even: 83.07
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.59
Spread abs.: 0.13
Spread %: 4.42%
Delta: 0.56
Theta: -0.06
Omega: 14.78
Rho: 0.03
 

Quote data

Open: 2.830
High: 4.340
Low: 2.830
Previous Close: 2.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.00%
1 Month  
+93.78%
3 Months  
+315.56%
YTD
  -14.61%
1 Year  
+419.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.090 2.650
1M High / 1M Low: 5.620 1.970
6M High / 6M Low: 5.620 0.900
High (YTD): 2024-05-17 5.620
Low (YTD): 2024-02-28 0.900
52W High: 2024-05-17 5.620
52W Low: 2023-06-29 0.590
Avg. price 1W:   3.714
Avg. volume 1W:   0.000
Avg. price 1M:   3.867
Avg. volume 1M:   0.000
Avg. price 6M:   2.643
Avg. volume 6M:   0.000
Avg. price 1Y:   2.178
Avg. volume 1Y:   0.000
Volatility 1M:   349.81%
Volatility 6M:   264.61%
Volatility 1Y:   236.88%
Volatility 3Y:   -