BNP Paribas Call 150 LEN 17.01.2025
/ DE000PC47Q97
BNP Paribas Call 150 LEN 17.01.20.../ DE000PC47Q97 /
| 06/09/2024 09:12:15 |
Chg.-0.10 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.14EUR |
-3.09% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
150.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC47Q9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
16/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.83 |
| Intrinsic value: |
2.50 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
2.50 |
| Time value: |
0.72 |
| Break-even: |
167.20 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.63% |
| Delta: |
0.80 |
| Theta: |
-0.05 |
| Omega: |
3.96 |
| Rho: |
0.35 |
Quote data
| Open: |
3.14 |
| High: |
3.14 |
| Low: |
3.14 |
| Previous Close: |
3.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.85% |
| 1 Month |
|
|
+5.02% |
| 3 Months |
|
|
+38.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.49 |
3.18 |
| 1M High / 1M Low: |
3.71 |
2.62 |
| 6M High / 6M Low: |
3.71 |
1.07 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.45% |
| Volatility 6M: |
|
146.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
