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

Frankfurt Zert./BNP
2024-06-19  9:20:28 PM Chg.-0.100 Bid2024-06-19 Ask2024-06-19 Underlying Strike price Expiration date Option type
0.260EUR -27.78% 0.260
Bid Size: 10,000
0.310
Ask Size: 9,678
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: 17.10
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.32
Implied volatility: 1.13
Historic volatility: 0.36
Parity: 0.32
Time value: 0.12
Break-even: 76.40
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 16.13
Spread abs.: 0.07
Spread %: 18.92%
Delta: 0.72
Theta: -0.54
Omega: 12.22
Rho: 0.00
 

Quote data

Open: 0.350
High: 0.350
Low: 0.240
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -55.17%
1 Month
  -82.89%
3 Months
  -55.17%
YTD
  -78.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.360
1M High / 1M Low: 1.430 0.360
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:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   0.868
Avg. volume 1M:   266.727
Avg. price 6M:   0.780
Avg. volume 6M:   46.944
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   305.27%
Volatility 6M:   228.68%
Volatility 1Y:   -
Volatility 3Y:   -