BNP Paribas Call 150 LEN 17.01.2025
/ DE000PC47Q97
BNP Paribas Call 150 LEN 17.01.20.../ DE000PC47Q97 /
| 11/14/2024 9:08:13 AM |
Chg.+0.06 |
Bid5:44:09 PM |
Ask5:44:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
+3.08% |
2.32
Bid Size: 14,800 |
2.34
Ask Size: 14,800 |
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: |
7.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
1.55 |
| Time value: |
0.47 |
| Break-even: |
162.17 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
1.00% |
| Delta: |
0.77 |
| Theta: |
-0.07 |
| Omega: |
5.97 |
| Rho: |
0.18 |
Quote data
| Open: |
2.01 |
| High: |
2.01 |
| Low: |
2.01 |
| Previous Close: |
1.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.05% |
| 1 Month |
|
|
-31.16% |
| 3 Months |
|
|
-27.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.50 |
1.95 |
| 1M High / 1M Low: |
3.94 |
1.95 |
| 6M High / 6M Low: |
4.07 |
1.07 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.68% |
| Volatility 6M: |
|
159.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
