BNP Paribas Call 150 LEN 20.06.2025
/ DE000PC9XHR0
BNP Paribas Call 150 LEN 20.06.20.../ DE000PC9XHR0 /
| 15/11/2024 21:50:33 |
Chg.-0.060 |
Bid21:59:23 |
Ask21:59:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.970EUR |
-1.98% |
2.970
Bid Size: 7,300 |
3.030
Ask Size: 7,300 |
Lennar Corp |
150.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PC9XHR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
15/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.58 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
1.79 |
| Time value: |
1.24 |
| Break-even: |
172.78 |
| Moneyness: |
1.13 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
2.02% |
| Delta: |
0.73 |
| Theta: |
-0.05 |
| Omega: |
3.84 |
| Rho: |
0.51 |
Quote data
| Open: |
2.990 |
| High: |
3.070 |
| Low: |
2.940 |
| Previous Close: |
3.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.31% |
| 1 Month |
|
|
-32.81% |
| 3 Months |
|
|
-11.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.210 |
2.780 |
| 1M High / 1M Low: |
4.480 |
2.780 |
| 6M High / 6M Low: |
4.730 |
1.620 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.960 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.343 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.285 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.35% |
| Volatility 6M: |
|
115.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
