BNP Paribas Call 140 LEN 20.12.2024
/ DE000PC47Q22
BNP Paribas Call 140 LEN 20.12.20.../ DE000PC47Q22 /
| 11/11/2024 21:50:33 |
Chg.+0.030 |
Bid21:59:56 |
Ask11/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.220EUR |
+0.94% |
3.200
Bid Size: 6,500 |
-
Ask Size: - |
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: |
4.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.09 |
| Intrinsic value: |
3.04 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.28 |
| Parity: |
3.04 |
| Time value: |
0.26 |
| Break-even: |
163.68 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.10 |
| Spread %: |
3.13% |
| Delta: |
0.88 |
| Theta: |
-0.09 |
| Omega: |
4.28 |
| Rho: |
0.12 |
Quote data
| Open: |
3.230 |
| High: |
3.360 |
| Low: |
3.210 |
| Previous Close: |
3.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.53% |
| 1 Month |
|
|
-14.36% |
| 3 Months |
|
|
-3.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.570 |
2.880 |
| 1M High / 1M Low: |
4.710 |
2.880 |
| 6M High / 6M Low: |
4.880 |
1.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.579 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.279 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.02% |
| Volatility 6M: |
|
136.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
