BNP Paribas Call 130 LEN 20.12.2024
/ DE000PC5DCN0
BNP Paribas Call 130 LEN 20.12.20.../ DE000PC5DCN0 /
| 2024-07-25 8:31:44 AM |
Chg.-0.27 |
Bid8:34:40 AM |
Ask8:34:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.02EUR |
-6.29% |
4.03
Bid Size: 3,450 |
4.11
Ask Size: 3,450 |
Lennar Corp |
130.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC5DCN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-12-19 |
| 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: |
4.02 |
| High: |
4.02 |
| Low: |
4.02 |
| Previous Close: |
4.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.24% |
| 1 Month |
|
|
+52.85% |
| 3 Months |
|
|
+26.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.29 |
3.82 |
| 1M High / 1M Low: |
4.29 |
1.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
