BNP Paribas Call 140 LEN 20.12.2024
/ DE000PC47Q22
BNP Paribas Call 140 LEN 20.12.20.../ DE000PC47Q22 /
28/08/2024 21:50:34 |
Chg.-0.080 |
Bid21:58:59 |
Ask21:58:59 |
Underlying |
Strike price |
Expiration date |
Option type |
4.040EUR |
-1.94% |
4.080 Bid Size: 6,600 |
4.100 Ask Size: 6,600 |
Lennar Corp |
140.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PC47Q2 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
16/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.96 |
Intrinsic value: |
3.79 |
Implied volatility: |
0.44 |
Historic volatility: |
0.27 |
Parity: |
3.79 |
Time value: |
0.37 |
Break-even: |
166.86 |
Moneyness: |
1.30 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.48% |
Delta: |
0.89 |
Theta: |
-0.04 |
Omega: |
3.50 |
Rho: |
0.33 |
Quote data
Open: |
4.150 |
High: |
4.190 |
Low: |
3.990 |
Previous Close: |
4.120 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.54% |
1 Month |
|
|
-1.70% |
3 Months |
|
|
+70.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.380 |
3.940 |
1M High / 1M Low: |
4.380 |
3.160 |
6M High / 6M Low: |
4.380 |
1.400 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.150 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.700 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.924 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.05% |
Volatility 6M: |
|
137.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |