BNP Paribas Put 70 LEG 20.12.2024/  DE000PN7DDR2  /

EUWAX
5/31/2024  6:16:30 PM Chg.+0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.360EUR +2.86% -
Bid Size: -
-
Ask Size: -
LEG IMMOBILIEN SE NA... 70.00 EUR 12/20/2024 Put
 

Master data

WKN: PN7DDR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -20.83
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.36
Parity: -1.12
Time value: 0.39
Break-even: 66.10
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.36
Spread abs.: 0.04
Spread %: 11.43%
Delta: -0.24
Theta: -0.02
Omega: -4.92
Rho: -0.13
 

Quote data

Open: 0.350
High: 0.380
Low: 0.350
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -26.53%
3 Months
  -56.63%
YTD
  -47.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.320
1M High / 1M Low: 0.460 0.320
6M High / 6M Low: 0.950 0.320
High (YTD): 2/29/2024 0.920
Low (YTD): 5/28/2024 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.379
Avg. volume 1M:   0.000
Avg. price 6M:   0.688
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.10%
Volatility 6M:   115.02%
Volatility 1Y:   -
Volatility 3Y:   -