BNP Paribas Call 150 LEN 20.09.2024
/ DE000PC47QY6
BNP Paribas Call 150 LEN 20.09.20.../ DE000PC47QY6 /
| 8/29/2024 9:02:49 AM |
Chg.-0.06 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.95EUR |
-1.99% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
150.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC47QY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/16/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.84 |
| Intrinsic value: |
2.81 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.27 |
| Parity: |
2.81 |
| Time value: |
0.11 |
| Break-even: |
164.04 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.09 |
| Omega: |
5.16 |
| Rho: |
0.07 |
Quote data
| Open: |
2.95 |
| High: |
2.95 |
| Low: |
2.95 |
| Previous Close: |
3.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.66% |
| 1 Month |
|
|
+6.50% |
| 3 Months |
|
|
+115.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.23 |
2.74 |
| 1M High / 1M Low: |
3.23 |
1.94 |
| 6M High / 6M Low: |
3.23 |
0.51 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.67% |
| Volatility 6M: |
|
218.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
