BNP Paribas Call 72 LEG 21.03.2025
/ DE000PC9RRY7
BNP Paribas Call 72 LEG 21.03.202.../ DE000PC9RRY7 /
| 1/10/2025 12:05:15 PM |
Chg.-0.060 |
Bid12:38:20 PM |
Ask12:38:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-7.50% |
0.740
Bid Size: 8,500 |
0.750
Ask Size: 8,500 |
LEG IMMOBILIEN SE NA... |
72.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
PC9RRY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
LEG IMMOBILIEN SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
0.52 |
| Time value: |
0.33 |
| Break-even: |
80.50 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.05 |
| Spread %: |
6.25% |
| Delta: |
0.70 |
| Theta: |
-0.04 |
| Omega: |
6.34 |
| Rho: |
0.09 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.740 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.84% |
| 1 Month |
|
|
-46.38% |
| 3 Months |
|
|
-65.26% |
| YTD |
|
|
-33.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.800 |
| 1M High / 1M Low: |
1.530 |
0.800 |
| 6M High / 6M Low: |
2.640 |
0.800 |
| High (YTD): |
1/2/2025 |
1.120 |
| Low (YTD): |
1/9/2025 |
0.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.772 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.59% |
| Volatility 6M: |
|
102.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |