BNP Paribas Call 160 LEN 17.01.2025
/ DE000PC47RA4
BNP Paribas Call 160 LEN 17.01.20.../ DE000PC47RA4 /
| 2024-07-25 8:59:29 AM |
Chg.-0.16 |
Bid9:10:34 AM |
Ask9:10:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.13EUR |
-6.99% |
2.10
Bid Size: 1,900 |
2.18
Ask Size: 1,900 |
Lennar Corp |
160.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC47RA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
1.17 |
| Time value: |
1.18 |
| Break-even: |
170.97 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
0.86% |
| Delta: |
0.69 |
| Theta: |
-0.05 |
| Omega: |
4.67 |
| Rho: |
0.42 |
Quote data
| Open: |
2.13 |
| High: |
2.13 |
| Low: |
2.13 |
| Previous Close: |
2.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.12% |
| 1 Month |
|
|
+88.50% |
| 3 Months |
|
|
+28.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.31 |
1.97 |
| 1M High / 1M Low: |
2.31 |
0.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
