BNP Paribas Call 150 LEN 17.01.2025
/ DE000PC47Q97
BNP Paribas Call 150 LEN 17.01.20.../ DE000PC47Q97 /
| 16/08/2024 09:08:20 |
Chg.+0.07 |
Bid12:08:03 |
Ask12:08:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.74EUR |
+2.62% |
2.72
Bid Size: 8,300 |
2.80
Ask Size: 8,300 |
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: |
5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
1.88 |
| Time value: |
0.88 |
| Break-even: |
164.31 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.73% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
4.24 |
| Rho: |
0.38 |
Quote data
| Open: |
2.74 |
| High: |
2.74 |
| Low: |
2.74 |
| Previous Close: |
2.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.79% |
| 1 Month |
|
|
+35.64% |
| 3 Months |
|
|
-11.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.79 |
2.64 |
| 1M High / 1M Low: |
3.61 |
2.02 |
| 6M High / 6M Low: |
3.61 |
1.07 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.10% |
| Volatility 6M: |
|
145.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
