BNP Paribas Put 95 LEG 21.03.2025
/ DE000PC9RR75
BNP Paribas Put 95 LEG 21.03.2025/ DE000PC9RR75 /
| 24/01/2025 21:47:05 |
Chg.+0.210 |
Bid21:59:40 |
Ask21:59:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
+10.88% |
2.150
Bid Size: 1,396 |
2.200
Ask Size: 1,364 |
LEG IMMOBILIEN SE NA... |
95.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
PC9RR7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LEG IMMOBILIEN SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.28 |
| Parity: |
2.14 |
| Time value: |
0.06 |
| Break-even: |
73.00 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
2.33% |
| Delta: |
-0.86 |
| Theta: |
-0.03 |
| Omega: |
-2.87 |
| Rho: |
-0.13 |
Quote data
| Open: |
1.900 |
| High: |
2.160 |
| Low: |
1.900 |
| Previous Close: |
1.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.42% |
| 1 Month |
|
|
+53.96% |
| 3 Months |
|
|
+125.26% |
| YTD |
|
|
+57.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.140 |
1.750 |
| 1M High / 1M Low: |
2.180 |
1.360 |
| 6M High / 6M Low: |
2.180 |
0.670 |
| High (YTD): |
14/01/2025 |
2.180 |
| Low (YTD): |
02/01/2025 |
1.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.746 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.170 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.69% |
| Volatility 6M: |
|
123.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |