BNP Paribas Call 160 LEN 20.06.2025
/ DE000PG2P3N7
BNP Paribas Call 160 LEN 20.06.20.../ DE000PG2P3N7 /
| 2024-07-25 8:21:02 AM |
Chg.-0.060 |
Bid8:36:12 AM |
Ask8:36:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.780EUR |
-2.11% |
2.800
Bid Size: 2,800 |
2.870
Ask Size: 2,800 |
Lennar Corp |
160.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PG2P3N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-06-14 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
1.17 |
| Time value: |
1.84 |
| Break-even: |
177.57 |
| Moneyness: |
1.08 |
| Premium: |
0.12 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
3.63 |
| Rho: |
0.72 |
Quote data
| Open: |
2.780 |
| High: |
2.780 |
| Low: |
2.780 |
| Previous Close: |
2.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.81% |
| 1 Month |
|
|
+69.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.010 |
2.840 |
| 1M High / 1M Low: |
3.010 |
1.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.920 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.967 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
