BNP Paribas Call 150 LEN 20.06.20.../  DE000PC9XHR0  /

EUWAX
15/11/2024  08:25:41 Chg.+0.23 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
2.99EUR +8.33% -
Bid Size: -
-
Ask Size: -
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: 2.99
High: 2.99
Low: 2.99
Previous Close: 2.76
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.99%
1 Month
  -27.60%
3 Months
  -10.21%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.25 2.73
1M High / 1M Low: 4.46 2.73
6M High / 6M Low: 4.61 1.61
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.98
Avg. volume 1W:   0.00
Avg. price 1M:   3.39
Avg. volume 1M:   0.00
Avg. price 6M:   3.28
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.87%
Volatility 6M:   119.69%
Volatility 1Y:   -
Volatility 3Y:   -