BNP Paribas Call 150 LEN 17.01.2025
/ DE000PC47Q97
BNP Paribas Call 150 LEN 17.01.20.../ DE000PC47Q97 /
| 10/11/2024 3:35:55 PM |
Chg.-0.22 |
Bid9:32:58 PM |
Ask9:32:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.14EUR |
-6.55% |
3.06
Bid Size: 14,000 |
3.08
Ask Size: 14,000 |
Lennar Corp |
150.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC47Q9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/16/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
2.58 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
2.58 |
| Time value: |
0.48 |
| Break-even: |
167.79 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.66% |
| Delta: |
0.83 |
| Theta: |
-0.06 |
| Omega: |
4.41 |
| Rho: |
0.28 |
Quote data
| Open: |
3.14 |
| High: |
3.14 |
| Low: |
3.14 |
| Previous Close: |
3.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.59% |
| 1 Month |
|
|
-5.71% |
| 3 Months |
|
|
+157.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.72 |
3.30 |
| 1M High / 1M Low: |
4.07 |
3.30 |
| 6M High / 6M Low: |
4.07 |
1.07 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.62% |
| Volatility 6M: |
|
140.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
