BNP Paribas Call 150 LEN 20.06.2025
/ DE000PC9XHR0
BNP Paribas Call 150 LEN 20.06.20.../ DE000PC9XHR0 /
| 9/10/2024 8:26:39 AM |
Chg.0.00 |
Bid9:44:36 AM |
Ask9:44:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.97EUR |
0.00% |
4.01
Bid Size: 3,450 |
4.09
Ask Size: 3,450 |
Lennar Corp |
150.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PC9XHR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
5/15/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.47 |
| Intrinsic value: |
2.74 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
2.74 |
| Time value: |
1.28 |
| Break-even: |
176.13 |
| Moneyness: |
1.20 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.50% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
3.16 |
| Rho: |
0.67 |
Quote data
| Open: |
3.97 |
| High: |
3.97 |
| Low: |
3.97 |
| Previous Close: |
3.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.98% |
| 1 Month |
|
|
+17.80% |
| 3 Months |
|
|
+58.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.05 |
3.77 |
| 1M High / 1M Low: |
4.26 |
3.25 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
