BNP Paribas Call 130 LEN 17.01.2025
/ DE000PC47Q71
BNP Paribas Call 130 LEN 17.01.20.../ DE000PC47Q71 /
| 06/09/2024 09:12:15 |
Chg.-0.12 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.62EUR |
-2.53% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
130.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC47Q7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
16/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.62 |
| Intrinsic value: |
4.46 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.27 |
| Parity: |
4.46 |
| Time value: |
0.42 |
| Break-even: |
166.07 |
| Moneyness: |
1.38 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.41% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
2.98 |
| Rho: |
0.35 |
Quote data
| Open: |
4.62 |
| High: |
4.62 |
| Low: |
4.62 |
| Previous Close: |
4.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.15% |
| 1 Month |
|
|
+3.36% |
| 3 Months |
|
|
+38.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.04 |
4.62 |
| 1M High / 1M Low: |
5.26 |
3.96 |
| 6M High / 6M Low: |
5.26 |
2.08 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.17% |
| Volatility 6M: |
|
109.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
