BNP Paribas Call 130 LEN 20.12.2024
/ DE000PC5DCN0
BNP Paribas Call 130 LEN 20.12.20.../ DE000PC5DCN0 /
| 06/09/2024 21:50:25 |
Chg.+0.180 |
Bid21:59:43 |
Ask21:59:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.750EUR |
+3.94% |
4.740
Bid Size: 6,300 |
4.760
Ask Size: 6,300 |
Lennar Corp |
130.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC5DCN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
21/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.58 |
| Intrinsic value: |
4.46 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.27 |
| Parity: |
4.46 |
| Time value: |
0.29 |
| Break-even: |
164.77 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.42% |
| Delta: |
0.92 |
| Theta: |
-0.04 |
| Omega: |
3.13 |
| Rho: |
0.29 |
Quote data
| Open: |
4.540 |
| High: |
4.950 |
| Low: |
4.470 |
| Previous Close: |
4.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.46% |
| 1 Month |
|
|
+16.14% |
| 3 Months |
|
|
+55.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.950 |
4.530 |
| 1M High / 1M Low: |
5.190 |
3.930 |
| 6M High / 6M Low: |
5.190 |
1.970 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.658 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.15% |
| Volatility 6M: |
|
117.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
