BNP Paribas Call 88 LEG 21.03.202.../  DE000PC9RRS9  /

EUWAX
1/10/2025  12:05:12 PM Chg.-0.015 Bid12:39:03 PM Ask12:39:03 PM Underlying Strike price Expiration date Option type
0.071EUR -17.44% 0.072
Bid Size: 49,000
0.082
Ask Size: 49,000
LEG IMMOBILIEN SE NA... 88.00 EUR 3/21/2025 Call
 

Master data

WKN: PC9RRS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 88.00 EUR
Maturity: 3/21/2025
Issue date: 5/14/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 70.22
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.28
Parity: -1.08
Time value: 0.11
Break-even: 89.10
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 1.11
Spread abs.: 0.03
Spread %: 29.41%
Delta: 0.20
Theta: -0.02
Omega: 13.98
Rho: 0.03
 

Quote data

Open: 0.085
High: 0.085
Low: 0.071
Previous Close: 0.086
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.56%
1 Month
  -79.12%
3 Months
  -92.37%
YTD
  -64.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.086
1M High / 1M Low: 0.410 0.086
6M High / 6M Low: 1.350 0.086
High (YTD): 1/2/2025 0.200
Low (YTD): 1/9/2025 0.086
52W High: - -
52W Low: - -
Avg. price 1W:   0.129
Avg. volume 1W:   0.000
Avg. price 1M:   0.220
Avg. volume 1M:   0.000
Avg. price 6M:   0.702
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   253.33%
Volatility 6M:   189.48%
Volatility 1Y:   -
Volatility 3Y:   -