BNP Paribas Call 150 LEN 20.06.2025
/ DE000PC9XHR0
BNP Paribas Call 150 LEN 20.06.20.../ DE000PC9XHR0 /
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: |
|
- |