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BNP Paribas Put 90 LEG 20.09.2024/  DE000PC1JMJ3  /

Frankfurt Zert./BNP
2024-06-19  9:20:19 PM Chg.+0.100 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
1.600EUR +6.67% 1.600
Bid Size: 1,875		 1.650
Ask Size: 1,819		 LEG IMMOBILIEN SE NA... 90.00 EUR 2024-09-20 Put
 

Master data

WKN: PC1JMJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 90.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.85
Leverage: Yes

Calculated values

Fair value: 1.54
Intrinsic value: 1.48
Implied volatility: 0.37
Historic volatility: 0.36
Parity: 1.48
Time value: 0.07
Break-even: 74.50
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 3.33%
Delta: -0.79
Theta: -0.01
Omega: -3.84
Rho: -0.19
 

Quote data

Open: 1.500
High: 1.620
Low: 1.500
Previous Close: 1.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.52%
1 Month  
+79.78%
3 Months
  -16.67%
YTD  
+0.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.560 1.350
1M High / 1M Low: 1.560 0.930
6M High / 6M Low: 2.380 0.890
High (YTD): 2024-02-28 2.380
Low (YTD): 2024-05-17 0.890
52W High: - -
52W Low: - -
Avg. price 1W:   1.454
Avg. volume 1W:   0.000
Avg. price 1M:   1.189
Avg. volume 1M:   736.364
Avg. price 6M:   1.695
Avg. volume 6M:   237.600
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.11%
Volatility 6M:   113.84%
Volatility 1Y:   -
Volatility 3Y:   -