BNP Paribas Call 150 LEN 17.01.2025
/ DE000PC47Q97
BNP Paribas Call 150 LEN 17.01.20.../ DE000PC47Q97 /
| 05/07/2024 09:05:12 |
Chg.- |
Bid08:25:10 |
Ask08:25:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
- |
1.07
Bid Size: 3,750 |
1.15
Ask Size: 3,750 |
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: |
11.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
-0.68 |
| Time value: |
1.11 |
| Break-even: |
149.66 |
| Moneyness: |
0.95 |
| Premium: |
0.14 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
1.83% |
| Delta: |
0.50 |
| Theta: |
-0.04 |
| Omega: |
5.91 |
| Rho: |
0.29 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.49% |
| 1 Month |
|
|
-47.64% |
| 3 Months |
|
|
-62.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.09 |
| 1M High / 1M Low: |
2.02 |
1.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
