BNP Paribas Call 140 LEN 20.12.20.../  DE000PC47Q22  /

EUWAX
05/09/2024  09:13:43 Chg.+0.06 Bid22:00:10 Ask22:00:10 Underlying Strike price Expiration date Option type
3.83EUR +1.59% -
Bid Size: -
-
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: 4.19
Leverage: Yes

Calculated values

Fair value: 3.62
Intrinsic value: 3.46
Implied volatility: 0.44
Historic volatility: 0.27
Parity: 3.46
Time value: 0.38
Break-even: 164.75
Moneyness: 1.27
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.52%
Delta: 0.88
Theta: -0.05
Omega: 3.69
Rho: 0.30
 

Quote data

Open: 3.83
High: 3.83
Low: 3.83
Previous Close: 3.77
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.04%
1 Month  
+7.28%
3 Months  
+45.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.12 3.77
1M High / 1M Low: 4.37 3.14
6M High / 6M Low: 4.37 1.39
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.01
Avg. volume 1W:   0.00
Avg. price 1M:   3.68
Avg. volume 1M:   0.00
Avg. price 6M:   2.94
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.55%
Volatility 6M:   134.46%
Volatility 1Y:   -
Volatility 3Y:   -