BNP Paribas Call 26 LDO 18.09.2025
/ DE000PL0E050
BNP Paribas Call 26 LDO 18.09.202.../ DE000PL0E050 /
| 1/24/2025 9:22:33 AM |
Chg.-0.05 |
Bid10:26:22 AM |
Ask10:26:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.24EUR |
-0.95% |
5.20
Bid Size: 6,887 |
5.22
Ask Size: 6,887 |
LEONARDO |
26.00 EUR |
9/18/2025 |
Call |
Master data
| WKN: |
PL0E05 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
9/18/2025 |
| Issue date: |
10/30/2024 |
| Last trading day: |
9/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.31 |
| Intrinsic value: |
3.71 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.31 |
| Parity: |
3.71 |
| Time value: |
1.95 |
| Break-even: |
31.66 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.17 |
| Spread %: |
3.10% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
3.93 |
| Rho: |
0.11 |
Quote data
| Open: |
5.24 |
| High: |
5.24 |
| Low: |
5.24 |
| Previous Close: |
5.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.16% |
| 1 Month |
|
|
+73.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
+89.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.29 |
4.55 |
| 1M High / 1M Low: |
5.29 |
2.77 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
5.29 |
| Low (YTD): |
1/7/2025 |
2.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |