BNP Paribas Call 70 LEG 21.03.202.../  DE000PC9RRZ4  /

EUWAX
1/24/2025  6:09:15 PM Chg.-0.150 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.620EUR -19.48% -
Bid Size: -
-
Ask Size: -
LEG IMMOBILIEN SE NA... 70.00 EUR 3/21/2025 Call
 

Master data

WKN: PC9RRZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 3/21/2025
Issue date: 5/14/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.33
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.36
Implied volatility: 0.38
Historic volatility: 0.28
Parity: 0.36
Time value: 0.29
Break-even: 76.50
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.29
Spread abs.: 0.04
Spread %: 6.56%
Delta: 0.67
Theta: -0.04
Omega: 7.60
Rho: 0.06
 

Quote data

Open: 0.810
High: 0.810
Low: 0.590
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.42%
1 Month
  -52.31%
3 Months
  -70.48%
YTD
  -51.94%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.930 0.620
1M High / 1M Low: 1.300 0.620
6M High / 6M Low: 2.810 0.620
High (YTD): 1/2/2025 1.290
Low (YTD): 1/24/2025 0.620
52W High: - -
52W Low: - -
Avg. price 1W:   0.792
Avg. volume 1W:   0.000
Avg. price 1M:   0.962
Avg. volume 1M:   0.000
Avg. price 6M:   1.864
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   201.70%
Volatility 6M:   119.63%
Volatility 1Y:   -
Volatility 3Y:   -