BNP Paribas Call 140 LEN 20.06.20.../  DE000PG2P3P2  /

EUWAX
2024-07-24  9:21:13 AM Chg.-0.01 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
4.14EUR -0.24% -
Bid Size: -
-
Ask Size: -
Lennar Corp 140.00 USD 2025-06-20 Call
 

Master data

WKN: PG2P3P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2025-06-20
Issue date: 2024-06-14
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.79
Leverage: Yes

Calculated values

Fair value: 3.79
Intrinsic value: 3.01
Implied volatility: 0.38
Historic volatility: 0.28
Parity: 3.01
Time value: 1.19
Break-even: 171.04
Moneyness: 1.23
Premium: 0.07
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.48%
Delta: 0.80
Theta: -0.03
Omega: 3.04
Rho: 0.78
 

Quote data

Open: 4.14
High: 4.14
Low: 4.14
Previous Close: 4.15
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.59%
1 Month  
+53.90%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.15 3.71
1M High / 1M Low: 4.15 2.07
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.99
Avg. volume 1W:   0.00
Avg. price 1M:   2.89
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -