BNP Paribas Call 70 LEG 19.12.202.../  DE000PG6NJH0  /

Frankfurt Zert./BNP
1/24/2025  9:47:06 PM Chg.-0.470 Bid9:59:38 PM Ask9:59:38 PM Underlying Strike price Expiration date Option type
5.670EUR -7.65% 5.650
Bid Size: 531
5.770
Ask Size: 520
LEG IMMOBILIEN SE NA... 70.00 EUR 12/19/2025 Call
 

Master data

WKN: PG6NJH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 12/19/2025
Issue date: 8/19/2024
Last trading day: 12/18/2025
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 12.76
Leverage: Yes

Calculated values

Fair value: 10.56
Intrinsic value: 3.64
Implied volatility: 0.08
Historic volatility: 0.28
Parity: 3.64
Time value: 2.13
Break-even: 75.77
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.12
Spread %: 2.12%
Delta: 0.86
Theta: -0.01
Omega: 10.92
Rho: 0.51
 

Quote data

Open: 6.210
High: 6.210
Low: 5.630
Previous Close: 6.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.48%
1 Month
  -21.36%
3 Months
  -30.60%
YTD
  -22.86%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 6.550 5.670
1M High / 1M Low: 7.350 5.600
6M High / 6M Low: - -
High (YTD): 1/2/2025 7.270
Low (YTD): 1/14/2025 5.600
52W High: - -
52W Low: - -
Avg. price 1W:   6.170
Avg. volume 1W:   0.000
Avg. price 1M:   6.540
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -