BNP Paribas Call 68 LEG 21.03.2025
/ DE000PG2NR77
BNP Paribas Call 68 LEG 21.03.202.../ DE000PG2NR77 /
| 1/10/2025 12:47:05 PM |
Chg.-0.060 |
Bid1:03:08 PM |
Ask1:03:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
-5.41% |
1.040
Bid Size: 7,500 |
1.060
Ask Size: 7,500 |
LEG IMMOBILIEN SE NA... |
68.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PG2NR7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LEG IMMOBILIEN SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.28 |
| Parity: |
0.92 |
| Time value: |
0.26 |
| Break-even: |
79.80 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.07 |
| Spread %: |
6.31% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
5.09 |
| Rho: |
0.09 |
Quote data
| Open: |
1.110 |
| High: |
1.110 |
| Low: |
1.040 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.53% |
| 1 Month |
|
|
-39.31% |
| 3 Months |
|
|
-57.49% |
| YTD |
|
|
-30.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.110 |
| 1M High / 1M Low: |
1.890 |
1.110 |
| 6M High / 6M Low: |
2.990 |
1.110 |
| High (YTD): |
1/2/2025 |
1.450 |
| Low (YTD): |
1/9/2025 |
1.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.476 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.107 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.17% |
| Volatility 6M: |
|
90.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |