BNP Paribas Call 140 LEN 20.12.2024
/ DE000PC47Q22
BNP Paribas Call 140 LEN 20.12.20.../ DE000PC47Q22 /
| 8/30/2024 9:06:44 AM |
Chg.-0.21 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.91EUR |
-5.10% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
140.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC47Q2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/16/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.83 |
| Intrinsic value: |
3.66 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.27 |
| Parity: |
3.66 |
| Time value: |
0.39 |
| Break-even: |
166.85 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.50% |
| Delta: |
0.88 |
| Theta: |
-0.05 |
| Omega: |
3.56 |
| Rho: |
0.32 |
Quote data
| Open: |
3.91 |
| High: |
3.91 |
| Low: |
3.91 |
| Previous Close: |
4.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.46% |
| 3 Months |
|
|
+70.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.37 |
3.91 |
| 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: |
|
4.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.79% |
| Volatility 6M: |
|
135.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
