BNP Paribas Call 68 LEG 21.03.202.../  DE000PG2NR77  /

EUWAX
1/24/2025  6:14:52 PM Chg.-0.160 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.770EUR -17.20% -
Bid Size: -
-
Ask Size: -
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: 9.21
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.56
Implied volatility: 0.40
Historic volatility: 0.28
Parity: 0.56
Time value: 0.24
Break-even: 76.00
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 5.26%
Delta: 0.73
Theta: -0.04
Omega: 6.72
Rho: 0.07
 

Quote data

Open: 0.920
High: 0.920
Low: 0.730
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.86%
1 Month
  -47.97%
3 Months
  -66.08%
YTD
  -47.62%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.090 0.770
1M High / 1M Low: 1.470 0.770
6M High / 6M Low: 3.000 0.770
High (YTD): 1/2/2025 1.470
Low (YTD): 1/24/2025 0.770
52W High: - -
52W Low: - -
Avg. price 1W:   0.946
Avg. volume 1W:   0.000
Avg. price 1M:   1.124
Avg. volume 1M:   0.000
Avg. price 6M:   2.035
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.73%
Volatility 6M:   110.02%
Volatility 1Y:   -
Volatility 3Y:   -