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BNP Paribas Call 78 LEG 21.06.202.../  DE000PN76UM9  /

Frankfurt Zert./BNP
2024-06-14  9:20:30 PM Chg.+0.060 Bid2024-06-14 Ask2024-06-14 Underlying Strike price Expiration date Option type
0.150EUR +66.67% 0.150
Bid Size: 10,000		 0.200
Ask Size: 10,000		 LEG IMMOBILIEN SE NA... 78.00 EUR 2024-06-21 Call
 

Master data

WKN: PN76UM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 78.00 EUR
Maturity: 2024-06-21
Issue date: 2023-09-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.60
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.36
Parity: -0.08
Time value: 0.20
Break-even: 80.00
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 7.73
Spread abs.: 0.05
Spread %: 33.33%
Delta: 0.46
Theta: -0.20
Omega: 17.93
Rho: 0.01
 

Quote data

Open: 0.080
High: 0.150
Low: 0.080
Previous Close: 0.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -82.95%
3 Months
  -28.57%
YTD
  -82.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.090
1M High / 1M Low: 0.930 0.090
6M High / 6M Low: 0.930 0.090
High (YTD): 2024-05-17 0.930
Low (YTD): 2024-06-13 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.473
Avg. volume 1M:   0.000
Avg. price 6M:   0.440
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   548.21%
Volatility 6M:   329.45%
Volatility 1Y:   -
Volatility 3Y:   -