BNP Paribas Call 140 LEN 20.09.2024
/ DE000PC47QX8
BNP Paribas Call 140 LEN 20.09.20.../ DE000PC47QX8 /
| 26/07/2024 08:21:06 |
Chg.-0.010 |
Bid26/07/2024 |
Ask26/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.130EUR |
-0.32% |
3.130
Bid Size: 1,650 |
3.230
Ask Size: 1,650 |
Lennar Corp |
140.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC47QX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
16/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.76 |
| Intrinsic value: |
2.66 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.28 |
| Parity: |
2.66 |
| Time value: |
0.49 |
| Break-even: |
160.68 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.26 |
| Spread %: |
9.00% |
| Delta: |
0.82 |
| Theta: |
-0.10 |
| Omega: |
4.05 |
| Rho: |
0.15 |
Quote data
| Open: |
3.130 |
| High: |
3.130 |
| Low: |
3.130 |
| Previous Close: |
3.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.62% |
| 1 Month |
|
|
+130.15% |
| 3 Months |
|
|
+41.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.210 |
2.940 |
| 1M High / 1M Low: |
3.210 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.947 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
