BNP Paribas Call 130 LEN 17.01.2025
/ DE000PC47Q71
BNP Paribas Call 130 LEN 17.01.20.../ DE000PC47Q71 /
| 2024-07-25 8:50:37 AM |
Chg.-0.040 |
Bid2024-07-25 |
Ask2024-07-25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.140EUR |
-0.96% |
4.140
Bid Size: 3,500 |
4.220
Ask Size: 3,500 |
Lennar Corp |
130.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC47Q7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.21 |
| Intrinsic value: |
3.93 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
3.93 |
| Time value: |
0.52 |
| Break-even: |
164.32 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.45% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
3.15 |
| Rho: |
0.46 |
Quote data
| Open: |
4.110 |
| High: |
4.140 |
| Low: |
4.110 |
| Previous Close: |
4.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.72% |
| 1 Month |
|
|
+58.02% |
| 3 Months |
|
|
+28.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.440 |
4.180 |
| 1M High / 1M Low: |
4.440 |
2.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
