BNP Paribas Call 150 LEN 17.01.2025
/ DE000PC47Q97
BNP Paribas Call 150 LEN 17.01.20.../ DE000PC47Q97 /
| 04/10/2024 20:20:54 |
Chg.-0.440 |
Bid20:25:53 |
Ask20:25:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.250EUR |
-11.92% |
3.250
Bid Size: 14,000 |
3.270
Ask Size: 14,000 |
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: |
4.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.53 |
| Intrinsic value: |
3.34 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
3.34 |
| Time value: |
0.41 |
| Break-even: |
173.43 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.54% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
3.93 |
| Rho: |
0.32 |
Quote data
| Open: |
3.720 |
| High: |
3.870 |
| Low: |
3.190 |
| Previous Close: |
3.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.92% |
| 1 Month |
|
|
+0.62% |
| 3 Months |
|
|
+192.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.820 |
3.690 |
| 1M High / 1M Low: |
4.190 |
3.170 |
| 6M High / 6M Low: |
4.190 |
1.080 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.570 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.599 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.49% |
| Volatility 6M: |
|
144.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
