BNP Paribas Call 130 LEN 20.09.2024
/ DE000PC5DCM2
BNP Paribas Call 130 LEN 20.09.20.../ DE000PC5DCM2 /
| 23/07/2024 21:50:22 |
Chg.+0.070 |
Bid21:59:44 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.090EUR |
+1.74% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
130.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
PC5DCM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
21/02/2024 |
| Last trading day: |
24/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.78 |
| Implied volatility: |
1.08 |
| Historic volatility: |
0.28 |
| Parity: |
2.78 |
| Time value: |
1.31 |
| Break-even: |
170.90 |
| Moneyness: |
1.21 |
| Premium: |
0.08 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.75 |
| Theta: |
-0.20 |
| Omega: |
2.91 |
| Rho: |
0.12 |
Quote data
| Open: |
4.020 |
| High: |
4.220 |
| Low: |
3.920 |
| Previous Close: |
4.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.81% |
| 1 Month |
|
|
+99.51% |
| 3 Months |
|
|
+41.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.090 |
3.940 |
| 1M High / 1M Low: |
4.090 |
1.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.017 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.576 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
