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BNP Paribas Put 85 LEG 21.06.2024/  DE000PE866R6  /

Frankfurt Zert./BNP
2024-06-07  3:21:22 PM Chg.+0.280 Bid3:31:30 PM Ask3:31:30 PM Underlying Strike price Expiration date Option type
0.790EUR +54.90% 0.800
Bid Size: 6,500		 0.840
Ask Size: 6,500		 LEG IMMOBILIEN SE NA... 85.00 - 2024-06-21 Put
 

Master data

WKN: PE866R
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 85.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -13.88
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.45
Implied volatility: 0.49
Historic volatility: 0.36
Parity: 0.45
Time value: 0.13
Break-even: 79.20
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.53
Spread abs.: 0.07
Spread %: 13.73%
Delta: -0.69
Theta: -0.09
Omega: -9.62
Rho: -0.02
 

Quote data

Open: 0.590
High: 0.790
Low: 0.590
Previous Close: 0.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+71.74%
1 Month  
+41.07%
3 Months
  -50.00%
YTD
  -29.46%
1 Year
  -75.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.310
1M High / 1M Low: 0.710 0.310
6M High / 6M Low: 1.870 0.310
High (YTD): 2024-02-28 1.870
Low (YTD): 2024-06-05 0.310
52W High: 2023-06-29 3.360
52W Low: 2024-06-05 0.310
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   0.481
Avg. volume 1M:   419.304
Avg. price 6M:   1.200
Avg. volume 6M:   77.152
Avg. price 1Y:   1.809
Avg. volume 1Y:   42.359
Volatility 1M:   378.47%
Volatility 6M:   191.50%
Volatility 1Y:   147.90%
Volatility 3Y:   -