BNP Paribas Call 130 LEN 20.12.2024
/ DE000PC5DCN0
BNP Paribas Call 130 LEN 20.12.20.../ DE000PC5DCN0 /
| 7/24/2024 9:50:30 PM |
Chg.-0.270 |
Bid9:59:51 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.080EUR |
-6.21% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
130.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC5DCN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.15 |
| Intrinsic value: |
3.93 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
3.93 |
| Time value: |
0.43 |
| Break-even: |
163.42 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.46% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
3.26 |
| Rho: |
0.40 |
Quote data
| Open: |
4.300 |
| High: |
4.300 |
| Low: |
4.080 |
| Previous Close: |
4.350 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.86% |
| 1 Month |
|
|
+63.86% |
| 3 Months |
|
|
+31.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.350 |
4.080 |
| 1M High / 1M Low: |
4.350 |
1.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.948 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
